CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9793 |
0.0044 |
0.5% |
0.9839 |
| High |
0.9826 |
0.9845 |
0.0019 |
0.2% |
0.9855 |
| Low |
0.9722 |
0.9779 |
0.0057 |
0.6% |
0.9705 |
| Close |
0.9783 |
0.9811 |
0.0028 |
0.3% |
0.9722 |
| Range |
0.0104 |
0.0066 |
-0.0038 |
-36.5% |
0.0150 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
86,004 |
59,667 |
-26,337 |
-30.6% |
382,817 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0010 |
0.9976 |
0.9847 |
|
| R3 |
0.9944 |
0.9910 |
0.9829 |
|
| R2 |
0.9878 |
0.9878 |
0.9823 |
|
| R1 |
0.9844 |
0.9844 |
0.9817 |
0.9861 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9820 |
| S1 |
0.9778 |
0.9778 |
0.9805 |
0.9795 |
| S2 |
0.9746 |
0.9746 |
0.9799 |
|
| S3 |
0.9680 |
0.9712 |
0.9793 |
|
| S4 |
0.9614 |
0.9646 |
0.9775 |
|
|
| 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 |
0.9845 |
0.9705 |
0.0140 |
1.4% |
0.0092 |
0.9% |
76% |
True |
False |
75,071 |
| 10 |
0.9938 |
0.9705 |
0.0233 |
2.4% |
0.0088 |
0.9% |
45% |
False |
False |
70,027 |
| 20 |
0.9938 |
0.9649 |
0.0289 |
2.9% |
0.0081 |
0.8% |
56% |
False |
False |
53,337 |
| 40 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0090 |
0.9% |
81% |
False |
False |
27,123 |
| 60 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0088 |
0.9% |
81% |
False |
False |
18,185 |
| 80 |
0.9938 |
0.9276 |
0.0662 |
6.7% |
0.0083 |
0.8% |
81% |
False |
False |
13,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0126 |
|
2.618 |
1.0018 |
|
1.618 |
0.9952 |
|
1.000 |
0.9911 |
|
0.618 |
0.9886 |
|
HIGH |
0.9845 |
|
0.618 |
0.9820 |
|
0.500 |
0.9812 |
|
0.382 |
0.9804 |
|
LOW |
0.9779 |
|
0.618 |
0.9738 |
|
1.000 |
0.9713 |
|
1.618 |
0.9672 |
|
2.618 |
0.9606 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9799 |
| PP |
0.9812 |
0.9787 |
| S1 |
0.9811 |
0.9775 |
|