CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9696 |
0.9699 |
0.0003 |
0.0% |
0.9515 |
| High |
0.9734 |
0.9745 |
0.0011 |
0.1% |
0.9745 |
| Low |
0.9670 |
0.9679 |
0.0009 |
0.1% |
0.9459 |
| Close |
0.9700 |
0.9712 |
0.0012 |
0.1% |
0.9712 |
| Range |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0286 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
5,127 |
14,173 |
9,046 |
176.4% |
26,224 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9877 |
0.9748 |
|
| R3 |
0.9844 |
0.9811 |
0.9730 |
|
| R2 |
0.9778 |
0.9778 |
0.9724 |
|
| R1 |
0.9745 |
0.9745 |
0.9718 |
0.9762 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9720 |
| S1 |
0.9679 |
0.9679 |
0.9706 |
0.9696 |
| S2 |
0.9646 |
0.9646 |
0.9700 |
|
| S3 |
0.9580 |
0.9613 |
0.9694 |
|
| S4 |
0.9514 |
0.9547 |
0.9676 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0497 |
1.0390 |
0.9869 |
|
| R3 |
1.0211 |
1.0104 |
0.9791 |
|
| R2 |
0.9925 |
0.9925 |
0.9764 |
|
| R1 |
0.9818 |
0.9818 |
0.9738 |
0.9872 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9665 |
| S1 |
0.9532 |
0.9532 |
0.9686 |
0.9586 |
| S2 |
0.9353 |
0.9353 |
0.9660 |
|
| S3 |
0.9067 |
0.9246 |
0.9633 |
|
| S4 |
0.8781 |
0.8960 |
0.9555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9745 |
0.9459 |
0.0286 |
2.9% |
0.0096 |
1.0% |
88% |
True |
False |
5,244 |
| 10 |
0.9745 |
0.9364 |
0.0381 |
3.9% |
0.0103 |
1.1% |
91% |
True |
False |
3,423 |
| 20 |
0.9745 |
0.9300 |
0.0445 |
4.6% |
0.0095 |
1.0% |
93% |
True |
False |
1,998 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0092 |
1.0% |
87% |
False |
False |
1,160 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0083 |
0.9% |
87% |
False |
False |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0026 |
|
2.618 |
0.9918 |
|
1.618 |
0.9852 |
|
1.000 |
0.9811 |
|
0.618 |
0.9786 |
|
HIGH |
0.9745 |
|
0.618 |
0.9720 |
|
0.500 |
0.9712 |
|
0.382 |
0.9704 |
|
LOW |
0.9679 |
|
0.618 |
0.9638 |
|
1.000 |
0.9613 |
|
1.618 |
0.9572 |
|
2.618 |
0.9506 |
|
4.250 |
0.9399 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9707 |
| PP |
0.9712 |
0.9702 |
| S1 |
0.9712 |
0.9697 |
|