CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9731 |
0.0001 |
0.0% |
0.9515 |
| High |
0.9754 |
0.9769 |
0.0015 |
0.2% |
0.9745 |
| Low |
0.9712 |
0.9689 |
-0.0023 |
-0.2% |
0.9459 |
| Close |
0.9730 |
0.9745 |
0.0015 |
0.2% |
0.9712 |
| Range |
0.0042 |
0.0080 |
0.0038 |
90.5% |
0.0286 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
19,239 |
24,384 |
5,145 |
26.7% |
26,224 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9974 |
0.9940 |
0.9789 |
|
| R3 |
0.9894 |
0.9860 |
0.9767 |
|
| R2 |
0.9814 |
0.9814 |
0.9760 |
|
| R1 |
0.9780 |
0.9780 |
0.9752 |
0.9797 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9743 |
| S1 |
0.9700 |
0.9700 |
0.9738 |
0.9717 |
| S2 |
0.9654 |
0.9654 |
0.9730 |
|
| S3 |
0.9574 |
0.9620 |
0.9723 |
|
| S4 |
0.9494 |
0.9540 |
0.9701 |
|
|
| 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 |
0.9769 |
0.9649 |
0.0120 |
1.2% |
0.0067 |
0.7% |
80% |
True |
False |
13,280 |
| 10 |
0.9769 |
0.9364 |
0.0405 |
4.2% |
0.0091 |
0.9% |
94% |
True |
False |
7,667 |
| 20 |
0.9769 |
0.9339 |
0.0430 |
4.4% |
0.0093 |
0.9% |
94% |
True |
False |
4,134 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0092 |
0.9% |
94% |
False |
False |
2,226 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.1% |
0.0084 |
0.9% |
94% |
False |
False |
1,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0109 |
|
2.618 |
0.9978 |
|
1.618 |
0.9898 |
|
1.000 |
0.9849 |
|
0.618 |
0.9818 |
|
HIGH |
0.9769 |
|
0.618 |
0.9738 |
|
0.500 |
0.9729 |
|
0.382 |
0.9720 |
|
LOW |
0.9689 |
|
0.618 |
0.9640 |
|
1.000 |
0.9609 |
|
1.618 |
0.9560 |
|
2.618 |
0.9480 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9738 |
| PP |
0.9734 |
0.9731 |
| S1 |
0.9729 |
0.9724 |
|