CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9839 |
-0.0021 |
-0.2% |
0.9825 |
| High |
0.9938 |
0.9855 |
-0.0083 |
-0.8% |
0.9938 |
| Low |
0.9815 |
0.9761 |
-0.0054 |
-0.6% |
0.9772 |
| Close |
0.9844 |
0.9804 |
-0.0040 |
-0.4% |
0.9844 |
| Range |
0.0123 |
0.0094 |
-0.0029 |
-23.6% |
0.0166 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.6% |
0.0000 |
| Volume |
54,340 |
85,365 |
31,025 |
57.1% |
323,839 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0040 |
0.9856 |
|
| R3 |
0.9995 |
0.9946 |
0.9830 |
|
| R2 |
0.9901 |
0.9901 |
0.9821 |
|
| R1 |
0.9852 |
0.9852 |
0.9813 |
0.9830 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9795 |
| S1 |
0.9758 |
0.9758 |
0.9795 |
0.9736 |
| S2 |
0.9713 |
0.9713 |
0.9787 |
|
| S3 |
0.9619 |
0.9664 |
0.9778 |
|
| S4 |
0.9525 |
0.9570 |
0.9752 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0263 |
0.9935 |
|
| R3 |
1.0183 |
1.0097 |
0.9890 |
|
| R2 |
1.0017 |
1.0017 |
0.9874 |
|
| R1 |
0.9931 |
0.9931 |
0.9859 |
0.9974 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9873 |
| S1 |
0.9765 |
0.9765 |
0.9829 |
0.9808 |
| S2 |
0.9685 |
0.9685 |
0.9814 |
|
| S3 |
0.9519 |
0.9599 |
0.9798 |
|
| S4 |
0.9353 |
0.9433 |
0.9753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9938 |
0.9761 |
0.0177 |
1.8% |
0.0083 |
0.8% |
24% |
False |
True |
63,435 |
| 10 |
0.9938 |
0.9677 |
0.0261 |
2.7% |
0.0082 |
0.8% |
49% |
False |
False |
58,161 |
| 20 |
0.9938 |
0.9364 |
0.0574 |
5.9% |
0.0092 |
0.9% |
77% |
False |
False |
31,723 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0089 |
0.9% |
80% |
False |
False |
16,099 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0086 |
0.9% |
80% |
False |
False |
10,810 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0081 |
0.8% |
80% |
False |
False |
8,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0255 |
|
2.618 |
1.0101 |
|
1.618 |
1.0007 |
|
1.000 |
0.9949 |
|
0.618 |
0.9913 |
|
HIGH |
0.9855 |
|
0.618 |
0.9819 |
|
0.500 |
0.9808 |
|
0.382 |
0.9797 |
|
LOW |
0.9761 |
|
0.618 |
0.9703 |
|
1.000 |
0.9667 |
|
1.618 |
0.9609 |
|
2.618 |
0.9515 |
|
4.250 |
0.9362 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9850 |
| PP |
0.9807 |
0.9834 |
| S1 |
0.9805 |
0.9819 |
|