CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9812 |
-0.0014 |
-0.1% |
0.9720 |
| High |
0.9829 |
0.9857 |
0.0028 |
0.3% |
0.9837 |
| Low |
0.9772 |
0.9804 |
0.0032 |
0.3% |
0.9685 |
| Close |
0.9797 |
0.9850 |
0.0053 |
0.5% |
0.9822 |
| Range |
0.0057 |
0.0053 |
-0.0004 |
-7.0% |
0.0152 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
81 |
244 |
163 |
201.2% |
407 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9996 |
0.9976 |
0.9879 |
|
| R3 |
0.9943 |
0.9923 |
0.9865 |
|
| R2 |
0.9890 |
0.9890 |
0.9860 |
|
| R1 |
0.9870 |
0.9870 |
0.9855 |
0.9880 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9842 |
| S1 |
0.9817 |
0.9817 |
0.9845 |
0.9827 |
| S2 |
0.9784 |
0.9784 |
0.9840 |
|
| S3 |
0.9731 |
0.9764 |
0.9835 |
|
| S4 |
0.9678 |
0.9711 |
0.9821 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0182 |
0.9906 |
|
| R3 |
1.0085 |
1.0030 |
0.9864 |
|
| R2 |
0.9933 |
0.9933 |
0.9850 |
|
| R1 |
0.9878 |
0.9878 |
0.9836 |
0.9906 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9795 |
| S1 |
0.9726 |
0.9726 |
0.9808 |
0.9754 |
| S2 |
0.9629 |
0.9629 |
0.9794 |
|
| S3 |
0.9477 |
0.9574 |
0.9780 |
|
| S4 |
0.9325 |
0.9422 |
0.9738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9857 |
0.9685 |
0.0172 |
1.7% |
0.0070 |
0.7% |
96% |
True |
False |
112 |
| 10 |
0.9857 |
0.9665 |
0.0192 |
1.9% |
0.0055 |
0.6% |
96% |
True |
False |
87 |
| 20 |
0.9857 |
0.9365 |
0.0492 |
5.0% |
0.0061 |
0.6% |
99% |
True |
False |
60 |
| 40 |
0.9857 |
0.9288 |
0.0569 |
5.8% |
0.0048 |
0.5% |
99% |
True |
False |
40 |
| 60 |
0.9857 |
0.9288 |
0.0569 |
5.8% |
0.0041 |
0.4% |
99% |
True |
False |
33 |
| 80 |
0.9857 |
0.9288 |
0.0569 |
5.8% |
0.0036 |
0.4% |
99% |
True |
False |
29 |
| 100 |
0.9857 |
0.9255 |
0.0602 |
6.1% |
0.0030 |
0.3% |
99% |
True |
False |
25 |
| 120 |
0.9857 |
0.9100 |
0.0757 |
7.7% |
0.0027 |
0.3% |
99% |
True |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0082 |
|
2.618 |
0.9996 |
|
1.618 |
0.9943 |
|
1.000 |
0.9910 |
|
0.618 |
0.9890 |
|
HIGH |
0.9857 |
|
0.618 |
0.9837 |
|
0.500 |
0.9831 |
|
0.382 |
0.9824 |
|
LOW |
0.9804 |
|
0.618 |
0.9771 |
|
1.000 |
0.9751 |
|
1.618 |
0.9718 |
|
2.618 |
0.9665 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9844 |
0.9836 |
| PP |
0.9837 |
0.9823 |
| S1 |
0.9831 |
0.9809 |
|