CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9860 |
0.0051 |
0.5% |
0.9730 |
| High |
0.9867 |
0.9930 |
0.0063 |
0.6% |
0.9848 |
| Low |
0.9801 |
0.9854 |
0.0053 |
0.5% |
0.9677 |
| Close |
0.9855 |
0.9912 |
0.0057 |
0.6% |
0.9827 |
| Range |
0.0066 |
0.0076 |
0.0010 |
15.2% |
0.0171 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
60,027 |
59,214 |
-813 |
-1.4% |
191,648 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0095 |
0.9954 |
|
| R3 |
1.0051 |
1.0019 |
0.9933 |
|
| R2 |
0.9975 |
0.9975 |
0.9926 |
|
| R1 |
0.9943 |
0.9943 |
0.9919 |
0.9959 |
| PP |
0.9899 |
0.9899 |
0.9899 |
0.9907 |
| S1 |
0.9867 |
0.9867 |
0.9905 |
0.9883 |
| S2 |
0.9823 |
0.9823 |
0.9898 |
|
| S3 |
0.9747 |
0.9791 |
0.9891 |
|
| S4 |
0.9671 |
0.9715 |
0.9870 |
|
|
| 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 |
0.9930 |
0.9677 |
0.0253 |
2.6% |
0.0080 |
0.8% |
93% |
True |
False |
66,593 |
| 10 |
0.9930 |
0.9670 |
0.0260 |
2.6% |
0.0072 |
0.7% |
93% |
True |
False |
42,221 |
| 20 |
0.9930 |
0.9364 |
0.0566 |
5.7% |
0.0092 |
0.9% |
97% |
True |
False |
21,932 |
| 40 |
0.9930 |
0.9276 |
0.0654 |
6.6% |
0.0089 |
0.9% |
97% |
True |
False |
11,182 |
| 60 |
0.9930 |
0.9276 |
0.0654 |
6.6% |
0.0086 |
0.9% |
97% |
True |
False |
7,514 |
| 80 |
0.9930 |
0.9276 |
0.0654 |
6.6% |
0.0078 |
0.8% |
97% |
True |
False |
5,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0129 |
|
1.618 |
1.0053 |
|
1.000 |
1.0006 |
|
0.618 |
0.9977 |
|
HIGH |
0.9930 |
|
0.618 |
0.9901 |
|
0.500 |
0.9892 |
|
0.382 |
0.9883 |
|
LOW |
0.9854 |
|
0.618 |
0.9807 |
|
1.000 |
0.9778 |
|
1.618 |
0.9731 |
|
2.618 |
0.9655 |
|
4.250 |
0.9531 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9892 |
| PP |
0.9899 |
0.9871 |
| S1 |
0.9892 |
0.9851 |
|