CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9754 |
0.9766 |
0.0012 |
0.1% |
0.9730 |
| High |
0.9776 |
0.9848 |
0.0072 |
0.7% |
0.9848 |
| Low |
0.9677 |
0.9754 |
0.0077 |
0.8% |
0.9677 |
| Close |
0.9754 |
0.9827 |
0.0073 |
0.7% |
0.9827 |
| Range |
0.0099 |
0.0094 |
-0.0005 |
-5.1% |
0.0171 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
49,027 |
72,672 |
23,645 |
48.2% |
191,648 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0092 |
1.0053 |
0.9879 |
|
| R3 |
0.9998 |
0.9959 |
0.9853 |
|
| R2 |
0.9904 |
0.9904 |
0.9844 |
|
| R1 |
0.9865 |
0.9865 |
0.9836 |
0.9885 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9819 |
| S1 |
0.9771 |
0.9771 |
0.9818 |
0.9791 |
| S2 |
0.9716 |
0.9716 |
0.9810 |
|
| S3 |
0.9622 |
0.9677 |
0.9801 |
|
| S4 |
0.9528 |
0.9583 |
0.9775 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0233 |
0.9921 |
|
| R3 |
1.0126 |
1.0062 |
0.9874 |
|
| R2 |
0.9955 |
0.9955 |
0.9858 |
|
| R1 |
0.9891 |
0.9891 |
0.9843 |
0.9923 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9800 |
| S1 |
0.9720 |
0.9720 |
0.9811 |
0.9752 |
| S2 |
0.9613 |
0.9613 |
0.9796 |
|
| S3 |
0.9442 |
0.9549 |
0.9780 |
|
| S4 |
0.9271 |
0.9378 |
0.9733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9848 |
0.9677 |
0.0171 |
1.7% |
0.0077 |
0.8% |
88% |
True |
False |
38,329 |
| 10 |
0.9848 |
0.9459 |
0.0389 |
4.0% |
0.0087 |
0.9% |
95% |
True |
False |
21,787 |
| 20 |
0.9848 |
0.9364 |
0.0484 |
4.9% |
0.0091 |
0.9% |
96% |
True |
False |
11,449 |
| 40 |
0.9848 |
0.9276 |
0.0572 |
5.8% |
0.0091 |
0.9% |
96% |
True |
False |
5,911 |
| 60 |
0.9848 |
0.9276 |
0.0572 |
5.8% |
0.0086 |
0.9% |
96% |
True |
False |
3,997 |
| 80 |
0.9848 |
0.9276 |
0.0572 |
5.8% |
0.0076 |
0.8% |
96% |
True |
False |
3,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0094 |
|
1.618 |
1.0000 |
|
1.000 |
0.9942 |
|
0.618 |
0.9906 |
|
HIGH |
0.9848 |
|
0.618 |
0.9812 |
|
0.500 |
0.9801 |
|
0.382 |
0.9790 |
|
LOW |
0.9754 |
|
0.618 |
0.9696 |
|
1.000 |
0.9660 |
|
1.618 |
0.9602 |
|
2.618 |
0.9508 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9806 |
| PP |
0.9810 |
0.9784 |
| S1 |
0.9801 |
0.9763 |
|