CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9762 |
0.0006 |
0.1% |
0.9732 |
| High |
0.9775 |
0.9847 |
0.0072 |
0.7% |
0.9847 |
| Low |
0.9684 |
0.9757 |
0.0073 |
0.8% |
0.9684 |
| Close |
0.9754 |
0.9827 |
0.0073 |
0.7% |
0.9827 |
| Range |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0163 |
| ATR |
0.0095 |
0.0094 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
87,185 |
58,419 |
-28,766 |
-33.0% |
391,203 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
1.0044 |
0.9877 |
|
| R3 |
0.9990 |
0.9954 |
0.9852 |
|
| R2 |
0.9900 |
0.9900 |
0.9844 |
|
| R1 |
0.9864 |
0.9864 |
0.9835 |
0.9882 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9820 |
| S1 |
0.9774 |
0.9774 |
0.9819 |
0.9792 |
| S2 |
0.9720 |
0.9720 |
0.9811 |
|
| S3 |
0.9630 |
0.9684 |
0.9802 |
|
| S4 |
0.9540 |
0.9594 |
0.9778 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0214 |
0.9917 |
|
| R3 |
1.0112 |
1.0051 |
0.9872 |
|
| R2 |
0.9949 |
0.9949 |
0.9857 |
|
| R1 |
0.9888 |
0.9888 |
0.9842 |
0.9919 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9801 |
| S1 |
0.9725 |
0.9725 |
0.9812 |
0.9756 |
| S2 |
0.9623 |
0.9623 |
0.9797 |
|
| S3 |
0.9460 |
0.9562 |
0.9782 |
|
| S4 |
0.9297 |
0.9399 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9847 |
0.9684 |
0.0163 |
1.7% |
0.0075 |
0.8% |
88% |
True |
False |
78,240 |
| 10 |
0.9847 |
0.9458 |
0.0389 |
4.0% |
0.0087 |
0.9% |
95% |
True |
False |
83,505 |
| 20 |
0.9847 |
0.9362 |
0.0485 |
4.9% |
0.0096 |
1.0% |
96% |
True |
False |
84,023 |
| 40 |
0.9847 |
0.9274 |
0.0573 |
5.8% |
0.0099 |
1.0% |
97% |
True |
False |
82,110 |
| 60 |
0.9847 |
0.9274 |
0.0573 |
5.8% |
0.0097 |
1.0% |
97% |
True |
False |
74,798 |
| 80 |
0.9847 |
0.9274 |
0.0573 |
5.8% |
0.0103 |
1.1% |
97% |
True |
False |
58,251 |
| 100 |
0.9847 |
0.9217 |
0.0630 |
6.4% |
0.0107 |
1.1% |
97% |
True |
False |
46,662 |
| 120 |
0.9847 |
0.9100 |
0.0747 |
7.6% |
0.0106 |
1.1% |
97% |
True |
False |
38,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0230 |
|
2.618 |
1.0083 |
|
1.618 |
0.9993 |
|
1.000 |
0.9937 |
|
0.618 |
0.9903 |
|
HIGH |
0.9847 |
|
0.618 |
0.9813 |
|
0.500 |
0.9802 |
|
0.382 |
0.9791 |
|
LOW |
0.9757 |
|
0.618 |
0.9701 |
|
1.000 |
0.9667 |
|
1.618 |
0.9611 |
|
2.618 |
0.9521 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9807 |
| PP |
0.9810 |
0.9786 |
| S1 |
0.9802 |
0.9766 |
|