CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9764 |
0.9749 |
-0.0015 |
-0.2% |
0.9839 |
| High |
0.9798 |
0.9826 |
0.0028 |
0.3% |
0.9855 |
| Low |
0.9705 |
0.9722 |
0.0017 |
0.2% |
0.9705 |
| Close |
0.9722 |
0.9783 |
0.0061 |
0.6% |
0.9722 |
| Range |
0.0093 |
0.0104 |
0.0011 |
11.8% |
0.0150 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.3% |
0.0000 |
| Volume |
74,854 |
86,004 |
11,150 |
14.9% |
382,817 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0040 |
0.9840 |
|
| R3 |
0.9985 |
0.9936 |
0.9812 |
|
| R2 |
0.9881 |
0.9881 |
0.9802 |
|
| R1 |
0.9832 |
0.9832 |
0.9793 |
0.9857 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9789 |
| S1 |
0.9728 |
0.9728 |
0.9773 |
0.9753 |
| S2 |
0.9673 |
0.9673 |
0.9764 |
|
| S3 |
0.9569 |
0.9624 |
0.9754 |
|
| S4 |
0.9465 |
0.9520 |
0.9726 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0116 |
0.9805 |
|
| R3 |
1.0061 |
0.9966 |
0.9763 |
|
| R2 |
0.9911 |
0.9911 |
0.9750 |
|
| R1 |
0.9816 |
0.9816 |
0.9736 |
0.9789 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9747 |
| S1 |
0.9666 |
0.9666 |
0.9708 |
0.9639 |
| S2 |
0.9611 |
0.9611 |
0.9695 |
|
| S3 |
0.9461 |
0.9516 |
0.9681 |
|
| S4 |
0.9311 |
0.9366 |
0.9640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9850 |
0.9705 |
0.0145 |
1.5% |
0.0094 |
1.0% |
54% |
False |
False |
76,691 |
| 10 |
0.9938 |
0.9705 |
0.0233 |
2.4% |
0.0088 |
0.9% |
33% |
False |
False |
70,063 |
| 20 |
0.9938 |
0.9574 |
0.0364 |
3.7% |
0.0084 |
0.9% |
57% |
False |
False |
50,464 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0090 |
0.9% |
77% |
False |
False |
25,643 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0089 |
0.9% |
77% |
False |
False |
17,192 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.8% |
0.0082 |
0.8% |
77% |
False |
False |
12,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0098 |
|
1.618 |
0.9994 |
|
1.000 |
0.9930 |
|
0.618 |
0.9890 |
|
HIGH |
0.9826 |
|
0.618 |
0.9786 |
|
0.500 |
0.9774 |
|
0.382 |
0.9762 |
|
LOW |
0.9722 |
|
0.618 |
0.9658 |
|
1.000 |
0.9618 |
|
1.618 |
0.9554 |
|
2.618 |
0.9450 |
|
4.250 |
0.9280 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9778 |
| PP |
0.9777 |
0.9774 |
| S1 |
0.9774 |
0.9769 |
|