CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9426 |
0.9515 |
0.0089 |
0.9% |
0.9623 |
| High |
0.9512 |
0.9603 |
0.0091 |
1.0% |
0.9642 |
| Low |
0.9419 |
0.9459 |
0.0040 |
0.4% |
0.9364 |
| Close |
0.9506 |
0.9601 |
0.0095 |
1.0% |
0.9506 |
| Range |
0.0093 |
0.0144 |
0.0051 |
54.8% |
0.0278 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.6% |
0.0000 |
| Volume |
1,417 |
1,236 |
-181 |
-12.8% |
8,012 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9938 |
0.9680 |
|
| R3 |
0.9842 |
0.9794 |
0.9641 |
|
| R2 |
0.9698 |
0.9698 |
0.9627 |
|
| R1 |
0.9650 |
0.9650 |
0.9614 |
0.9674 |
| PP |
0.9554 |
0.9554 |
0.9554 |
0.9567 |
| S1 |
0.9506 |
0.9506 |
0.9588 |
0.9530 |
| S2 |
0.9410 |
0.9410 |
0.9575 |
|
| S3 |
0.9266 |
0.9362 |
0.9561 |
|
| S4 |
0.9122 |
0.9218 |
0.9522 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0200 |
0.9659 |
|
| R3 |
1.0060 |
0.9922 |
0.9582 |
|
| R2 |
0.9782 |
0.9782 |
0.9557 |
|
| R1 |
0.9644 |
0.9644 |
0.9531 |
0.9574 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9469 |
| S1 |
0.9366 |
0.9366 |
0.9481 |
0.9296 |
| S2 |
0.9226 |
0.9226 |
0.9455 |
|
| S3 |
0.8948 |
0.9088 |
0.9430 |
|
| S4 |
0.8670 |
0.8810 |
0.9353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9630 |
0.9364 |
0.0266 |
2.8% |
0.0126 |
1.3% |
89% |
False |
False |
1,726 |
| 10 |
0.9642 |
0.9364 |
0.0278 |
2.9% |
0.0106 |
1.1% |
85% |
False |
False |
1,195 |
| 20 |
0.9642 |
0.9276 |
0.0366 |
3.8% |
0.0097 |
1.0% |
89% |
False |
False |
821 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0091 |
0.9% |
65% |
False |
False |
556 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0082 |
0.9% |
65% |
False |
False |
400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
0.9980 |
|
1.618 |
0.9836 |
|
1.000 |
0.9747 |
|
0.618 |
0.9692 |
|
HIGH |
0.9603 |
|
0.618 |
0.9548 |
|
0.500 |
0.9531 |
|
0.382 |
0.9514 |
|
LOW |
0.9459 |
|
0.618 |
0.9370 |
|
1.000 |
0.9315 |
|
1.618 |
0.9226 |
|
2.618 |
0.9082 |
|
4.250 |
0.8847 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9578 |
0.9562 |
| PP |
0.9554 |
0.9523 |
| S1 |
0.9531 |
0.9484 |
|