CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9812 |
0.9852 |
0.0040 |
0.4% |
0.9720 |
| High |
0.9857 |
0.9925 |
0.0068 |
0.7% |
0.9837 |
| Low |
0.9804 |
0.9852 |
0.0048 |
0.5% |
0.9685 |
| Close |
0.9850 |
0.9907 |
0.0057 |
0.6% |
0.9822 |
| Range |
0.0053 |
0.0073 |
0.0020 |
37.7% |
0.0152 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
244 |
304 |
60 |
24.6% |
407 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0083 |
0.9947 |
|
| R3 |
1.0041 |
1.0010 |
0.9927 |
|
| R2 |
0.9968 |
0.9968 |
0.9920 |
|
| R1 |
0.9937 |
0.9937 |
0.9914 |
0.9953 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9902 |
| S1 |
0.9864 |
0.9864 |
0.9900 |
0.9880 |
| S2 |
0.9822 |
0.9822 |
0.9894 |
|
| S3 |
0.9749 |
0.9791 |
0.9887 |
|
| S4 |
0.9676 |
0.9718 |
0.9867 |
|
|
| 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 |
0.9925 |
0.9685 |
0.0240 |
2.4% |
0.0071 |
0.7% |
93% |
True |
False |
166 |
| 10 |
0.9925 |
0.9680 |
0.0245 |
2.5% |
0.0057 |
0.6% |
93% |
True |
False |
108 |
| 20 |
0.9925 |
0.9365 |
0.0560 |
5.7% |
0.0065 |
0.7% |
97% |
True |
False |
74 |
| 40 |
0.9925 |
0.9288 |
0.0637 |
6.4% |
0.0050 |
0.5% |
97% |
True |
False |
47 |
| 60 |
0.9925 |
0.9288 |
0.0637 |
6.4% |
0.0042 |
0.4% |
97% |
True |
False |
38 |
| 80 |
0.9925 |
0.9288 |
0.0637 |
6.4% |
0.0036 |
0.4% |
97% |
True |
False |
33 |
| 100 |
0.9925 |
0.9255 |
0.0670 |
6.8% |
0.0031 |
0.3% |
97% |
True |
False |
28 |
| 120 |
0.9925 |
0.9100 |
0.0825 |
8.3% |
0.0028 |
0.3% |
98% |
True |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0116 |
|
1.618 |
1.0043 |
|
1.000 |
0.9998 |
|
0.618 |
0.9970 |
|
HIGH |
0.9925 |
|
0.618 |
0.9897 |
|
0.500 |
0.9889 |
|
0.382 |
0.9880 |
|
LOW |
0.9852 |
|
0.618 |
0.9807 |
|
1.000 |
0.9779 |
|
1.618 |
0.9734 |
|
2.618 |
0.9661 |
|
4.250 |
0.9542 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9888 |
| PP |
0.9895 |
0.9868 |
| S1 |
0.9889 |
0.9849 |
|