CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9852 |
0.9888 |
0.0036 |
0.4% |
0.9720 |
| High |
0.9925 |
0.9901 |
-0.0024 |
-0.2% |
0.9837 |
| Low |
0.9852 |
0.9855 |
0.0003 |
0.0% |
0.9685 |
| Close |
0.9907 |
0.9868 |
-0.0039 |
-0.4% |
0.9822 |
| Range |
0.0073 |
0.0046 |
-0.0027 |
-37.0% |
0.0152 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
304 |
290 |
-14 |
-4.6% |
407 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9986 |
0.9893 |
|
| R3 |
0.9967 |
0.9940 |
0.9881 |
|
| R2 |
0.9921 |
0.9921 |
0.9876 |
|
| R1 |
0.9894 |
0.9894 |
0.9872 |
0.9885 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9870 |
| S1 |
0.9848 |
0.9848 |
0.9864 |
0.9839 |
| S2 |
0.9829 |
0.9829 |
0.9860 |
|
| S3 |
0.9783 |
0.9802 |
0.9855 |
|
| S4 |
0.9737 |
0.9756 |
0.9843 |
|
|
| 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 |
0.9761 |
0.0164 |
1.7% |
0.0061 |
0.6% |
65% |
False |
False |
208 |
| 10 |
0.9925 |
0.9680 |
0.0245 |
2.5% |
0.0059 |
0.6% |
77% |
False |
False |
134 |
| 20 |
0.9925 |
0.9365 |
0.0560 |
5.7% |
0.0064 |
0.6% |
90% |
False |
False |
88 |
| 40 |
0.9925 |
0.9288 |
0.0637 |
6.5% |
0.0050 |
0.5% |
91% |
False |
False |
54 |
| 60 |
0.9925 |
0.9288 |
0.0637 |
6.5% |
0.0043 |
0.4% |
91% |
False |
False |
42 |
| 80 |
0.9925 |
0.9288 |
0.0637 |
6.5% |
0.0037 |
0.4% |
91% |
False |
False |
37 |
| 100 |
0.9925 |
0.9255 |
0.0670 |
6.8% |
0.0032 |
0.3% |
91% |
False |
False |
31 |
| 120 |
0.9925 |
0.9100 |
0.0825 |
8.4% |
0.0028 |
0.3% |
93% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0097 |
|
2.618 |
1.0021 |
|
1.618 |
0.9975 |
|
1.000 |
0.9947 |
|
0.618 |
0.9929 |
|
HIGH |
0.9901 |
|
0.618 |
0.9883 |
|
0.500 |
0.9878 |
|
0.382 |
0.9873 |
|
LOW |
0.9855 |
|
0.618 |
0.9827 |
|
1.000 |
0.9809 |
|
1.618 |
0.9781 |
|
2.618 |
0.9735 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9878 |
0.9867 |
| PP |
0.9875 |
0.9866 |
| S1 |
0.9871 |
0.9865 |
|