CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9657 |
0.0057 |
0.6% |
0.9623 |
| High |
0.9698 |
0.9731 |
0.0033 |
0.3% |
0.9642 |
| Low |
0.9574 |
0.9649 |
0.0075 |
0.8% |
0.9364 |
| Close |
0.9651 |
0.9697 |
0.0046 |
0.5% |
0.9506 |
| Range |
0.0124 |
0.0082 |
-0.0042 |
-33.9% |
0.0278 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
2,208 |
3,480 |
1,272 |
57.6% |
8,012 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9900 |
0.9742 |
|
| R3 |
0.9856 |
0.9818 |
0.9720 |
|
| R2 |
0.9774 |
0.9774 |
0.9712 |
|
| R1 |
0.9736 |
0.9736 |
0.9705 |
0.9755 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9702 |
| S1 |
0.9654 |
0.9654 |
0.9689 |
0.9673 |
| S2 |
0.9610 |
0.9610 |
0.9682 |
|
| S3 |
0.9528 |
0.9572 |
0.9674 |
|
| S4 |
0.9446 |
0.9490 |
0.9652 |
|
|
| 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 |
0.9731 |
0.9364 |
0.0367 |
3.8% |
0.0117 |
1.2% |
91% |
True |
False |
1,927 |
| 10 |
0.9731 |
0.9364 |
0.0367 |
3.8% |
0.0112 |
1.2% |
91% |
True |
False |
1,643 |
| 20 |
0.9731 |
0.9276 |
0.0455 |
4.7% |
0.0100 |
1.0% |
93% |
True |
False |
1,068 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0093 |
1.0% |
84% |
False |
False |
691 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0084 |
0.9% |
84% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
0.9946 |
|
1.618 |
0.9864 |
|
1.000 |
0.9813 |
|
0.618 |
0.9782 |
|
HIGH |
0.9731 |
|
0.618 |
0.9700 |
|
0.500 |
0.9690 |
|
0.382 |
0.9680 |
|
LOW |
0.9649 |
|
0.618 |
0.9598 |
|
1.000 |
0.9567 |
|
1.618 |
0.9516 |
|
2.618 |
0.9434 |
|
4.250 |
0.9301 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9695 |
0.9663 |
| PP |
0.9692 |
0.9629 |
| S1 |
0.9690 |
0.9595 |
|