CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9657 |
0.9696 |
0.0039 |
0.4% |
0.9623 |
| High |
0.9731 |
0.9734 |
0.0003 |
0.0% |
0.9642 |
| Low |
0.9649 |
0.9670 |
0.0021 |
0.2% |
0.9364 |
| Close |
0.9697 |
0.9700 |
0.0003 |
0.0% |
0.9506 |
| Range |
0.0082 |
0.0064 |
-0.0018 |
-22.0% |
0.0278 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
3,480 |
5,127 |
1,647 |
47.3% |
8,012 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9861 |
0.9735 |
|
| R3 |
0.9829 |
0.9797 |
0.9718 |
|
| R2 |
0.9765 |
0.9765 |
0.9712 |
|
| R1 |
0.9733 |
0.9733 |
0.9706 |
0.9749 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9710 |
| S1 |
0.9669 |
0.9669 |
0.9694 |
0.9685 |
| S2 |
0.9637 |
0.9637 |
0.9688 |
|
| S3 |
0.9573 |
0.9605 |
0.9682 |
|
| S4 |
0.9509 |
0.9541 |
0.9665 |
|
|
| 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 |
0.9734 |
0.9419 |
0.0315 |
3.2% |
0.0101 |
1.0% |
89% |
True |
False |
2,693 |
| 10 |
0.9734 |
0.9364 |
0.0370 |
3.8% |
0.0109 |
1.1% |
91% |
True |
False |
2,112 |
| 20 |
0.9734 |
0.9276 |
0.0458 |
4.7% |
0.0097 |
1.0% |
93% |
True |
False |
1,319 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0092 |
0.9% |
85% |
False |
False |
815 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0084 |
0.9% |
85% |
False |
False |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0006 |
|
2.618 |
0.9902 |
|
1.618 |
0.9838 |
|
1.000 |
0.9798 |
|
0.618 |
0.9774 |
|
HIGH |
0.9734 |
|
0.618 |
0.9710 |
|
0.500 |
0.9702 |
|
0.382 |
0.9694 |
|
LOW |
0.9670 |
|
0.618 |
0.9630 |
|
1.000 |
0.9606 |
|
1.618 |
0.9566 |
|
2.618 |
0.9502 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9685 |
| PP |
0.9701 |
0.9669 |
| S1 |
0.9701 |
0.9654 |
|