CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9756 |
0.0011 |
0.1% |
0.9507 |
| High |
0.9788 |
0.9775 |
-0.0013 |
-0.1% |
0.9746 |
| Low |
0.9717 |
0.9684 |
-0.0033 |
-0.3% |
0.9458 |
| Close |
0.9743 |
0.9754 |
0.0011 |
0.1% |
0.9713 |
| Range |
0.0071 |
0.0091 |
0.0020 |
28.2% |
0.0288 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
83,765 |
87,185 |
3,420 |
4.1% |
443,852 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9973 |
0.9804 |
|
| R3 |
0.9920 |
0.9882 |
0.9779 |
|
| R2 |
0.9829 |
0.9829 |
0.9771 |
|
| R1 |
0.9791 |
0.9791 |
0.9762 |
0.9765 |
| PP |
0.9738 |
0.9738 |
0.9738 |
0.9724 |
| S1 |
0.9700 |
0.9700 |
0.9746 |
0.9674 |
| S2 |
0.9647 |
0.9647 |
0.9737 |
|
| S3 |
0.9556 |
0.9609 |
0.9729 |
|
| S4 |
0.9465 |
0.9518 |
0.9704 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0396 |
0.9871 |
|
| R3 |
1.0215 |
1.0108 |
0.9792 |
|
| R2 |
0.9927 |
0.9927 |
0.9766 |
|
| R1 |
0.9820 |
0.9820 |
0.9739 |
0.9874 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9666 |
| S1 |
0.9532 |
0.9532 |
0.9687 |
0.9586 |
| S2 |
0.9351 |
0.9351 |
0.9660 |
|
| S3 |
0.9063 |
0.9244 |
0.9634 |
|
| S4 |
0.8775 |
0.8956 |
0.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9788 |
0.9678 |
0.0110 |
1.1% |
0.0070 |
0.7% |
69% |
False |
False |
83,636 |
| 10 |
0.9788 |
0.9412 |
0.0376 |
3.9% |
0.0088 |
0.9% |
91% |
False |
False |
88,548 |
| 20 |
0.9788 |
0.9362 |
0.0426 |
4.4% |
0.0098 |
1.0% |
92% |
False |
False |
85,169 |
| 40 |
0.9788 |
0.9274 |
0.0514 |
5.3% |
0.0099 |
1.0% |
93% |
False |
False |
82,392 |
| 60 |
0.9788 |
0.9274 |
0.0514 |
5.3% |
0.0098 |
1.0% |
93% |
False |
False |
74,978 |
| 80 |
0.9788 |
0.9274 |
0.0514 |
5.3% |
0.0104 |
1.1% |
93% |
False |
False |
57,524 |
| 100 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0108 |
1.1% |
93% |
False |
False |
46,081 |
| 120 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0106 |
1.1% |
95% |
False |
False |
38,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0162 |
|
2.618 |
1.0013 |
|
1.618 |
0.9922 |
|
1.000 |
0.9866 |
|
0.618 |
0.9831 |
|
HIGH |
0.9775 |
|
0.618 |
0.9740 |
|
0.500 |
0.9730 |
|
0.382 |
0.9719 |
|
LOW |
0.9684 |
|
0.618 |
0.9628 |
|
1.000 |
0.9593 |
|
1.618 |
0.9537 |
|
2.618 |
0.9446 |
|
4.250 |
0.9297 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9746 |
0.9748 |
| PP |
0.9738 |
0.9742 |
| S1 |
0.9730 |
0.9736 |
|