CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9741 |
0.0008 |
0.1% |
0.9470 |
| High |
0.9783 |
0.9783 |
0.0000 |
0.0% |
0.9736 |
| Low |
0.9719 |
0.9685 |
-0.0034 |
-0.3% |
0.9470 |
| Close |
0.9738 |
0.9750 |
0.0012 |
0.1% |
0.9707 |
| Range |
0.0064 |
0.0098 |
0.0034 |
53.1% |
0.0266 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.6% |
0.0000 |
| Volume |
34 |
80 |
46 |
135.3% |
313 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
0.9990 |
0.9804 |
|
| R3 |
0.9935 |
0.9892 |
0.9777 |
|
| R2 |
0.9837 |
0.9837 |
0.9768 |
|
| R1 |
0.9794 |
0.9794 |
0.9759 |
0.9816 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9750 |
| S1 |
0.9696 |
0.9696 |
0.9741 |
0.9718 |
| S2 |
0.9641 |
0.9641 |
0.9732 |
|
| S3 |
0.9543 |
0.9598 |
0.9723 |
|
| S4 |
0.9445 |
0.9500 |
0.9696 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0337 |
0.9853 |
|
| R3 |
1.0170 |
1.0071 |
0.9780 |
|
| R2 |
0.9904 |
0.9904 |
0.9756 |
|
| R1 |
0.9805 |
0.9805 |
0.9731 |
0.9855 |
| PP |
0.9638 |
0.9638 |
0.9638 |
0.9662 |
| S1 |
0.9539 |
0.9539 |
0.9683 |
0.9589 |
| S2 |
0.9372 |
0.9372 |
0.9658 |
|
| S3 |
0.9106 |
0.9273 |
0.9634 |
|
| S4 |
0.8840 |
0.9007 |
0.9561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9783 |
0.9680 |
0.0103 |
1.1% |
0.0058 |
0.6% |
68% |
True |
False |
59 |
| 10 |
0.9783 |
0.9470 |
0.0313 |
3.2% |
0.0062 |
0.6% |
89% |
True |
False |
65 |
| 20 |
0.9783 |
0.9365 |
0.0418 |
4.3% |
0.0056 |
0.6% |
92% |
True |
False |
39 |
| 40 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0045 |
0.5% |
93% |
True |
False |
30 |
| 60 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0038 |
0.4% |
93% |
True |
False |
25 |
| 80 |
0.9783 |
0.9288 |
0.0495 |
5.1% |
0.0034 |
0.3% |
93% |
True |
False |
24 |
| 100 |
0.9783 |
0.9255 |
0.0528 |
5.4% |
0.0029 |
0.3% |
94% |
True |
False |
21 |
| 120 |
0.9783 |
0.9100 |
0.0683 |
7.0% |
0.0026 |
0.3% |
95% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0040 |
|
1.618 |
0.9942 |
|
1.000 |
0.9881 |
|
0.618 |
0.9844 |
|
HIGH |
0.9783 |
|
0.618 |
0.9746 |
|
0.500 |
0.9734 |
|
0.382 |
0.9722 |
|
LOW |
0.9685 |
|
0.618 |
0.9624 |
|
1.000 |
0.9587 |
|
1.618 |
0.9526 |
|
2.618 |
0.9428 |
|
4.250 |
0.9269 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9745 |
0.9745 |
| PP |
0.9739 |
0.9739 |
| S1 |
0.9734 |
0.9734 |
|