CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9902 |
0.0042 |
0.4% |
0.9730 |
| High |
0.9930 |
0.9911 |
-0.0019 |
-0.2% |
0.9848 |
| Low |
0.9854 |
0.9857 |
0.0003 |
0.0% |
0.9677 |
| Close |
0.9912 |
0.9872 |
-0.0040 |
-0.4% |
0.9827 |
| Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0171 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
59,214 |
58,233 |
-981 |
-1.7% |
191,648 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0042 |
1.0011 |
0.9902 |
|
| R3 |
0.9988 |
0.9957 |
0.9887 |
|
| R2 |
0.9934 |
0.9934 |
0.9882 |
|
| R1 |
0.9903 |
0.9903 |
0.9877 |
0.9892 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9874 |
| S1 |
0.9849 |
0.9849 |
0.9867 |
0.9838 |
| S2 |
0.9826 |
0.9826 |
0.9862 |
|
| S3 |
0.9772 |
0.9795 |
0.9857 |
|
| S4 |
0.9718 |
0.9741 |
0.9842 |
|
|
| 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 |
0.9754 |
0.0176 |
1.8% |
0.0071 |
0.7% |
67% |
False |
False |
68,434 |
| 10 |
0.9930 |
0.9677 |
0.0253 |
2.6% |
0.0071 |
0.7% |
77% |
False |
False |
47,532 |
| 20 |
0.9930 |
0.9364 |
0.0566 |
5.7% |
0.0090 |
0.9% |
90% |
False |
False |
24,822 |
| 40 |
0.9930 |
0.9276 |
0.0654 |
6.6% |
0.0088 |
0.9% |
91% |
False |
False |
12,630 |
| 60 |
0.9930 |
0.9276 |
0.0654 |
6.6% |
0.0085 |
0.9% |
91% |
False |
False |
8,484 |
| 80 |
0.9930 |
0.9276 |
0.0654 |
6.6% |
0.0078 |
0.8% |
91% |
False |
False |
6,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0141 |
|
2.618 |
1.0052 |
|
1.618 |
0.9998 |
|
1.000 |
0.9965 |
|
0.618 |
0.9944 |
|
HIGH |
0.9911 |
|
0.618 |
0.9890 |
|
0.500 |
0.9884 |
|
0.382 |
0.9878 |
|
LOW |
0.9857 |
|
0.618 |
0.9824 |
|
1.000 |
0.9803 |
|
1.618 |
0.9770 |
|
2.618 |
0.9716 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9870 |
| PP |
0.9880 |
0.9868 |
| S1 |
0.9876 |
0.9866 |
|