CME Canadian Dollar Future September 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 |
0.9760 |
0.9790 |
0.0030 |
0.3% |
0.9824 |
| High |
0.9817 |
0.9833 |
0.0016 |
0.2% |
0.9842 |
| Low |
0.9760 |
0.9787 |
0.0027 |
0.3% |
0.9701 |
| Close |
0.9777 |
0.9805 |
0.0028 |
0.3% |
0.9717 |
| Range |
0.0057 |
0.0046 |
-0.0011 |
-19.3% |
0.0141 |
| ATR |
0.0076 |
0.0074 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
385 |
247 |
-138 |
-35.8% |
1,079 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9946 |
0.9922 |
0.9830 |
|
| R3 |
0.9900 |
0.9876 |
0.9818 |
|
| R2 |
0.9854 |
0.9854 |
0.9813 |
|
| R1 |
0.9830 |
0.9830 |
0.9809 |
0.9842 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9815 |
| S1 |
0.9784 |
0.9784 |
0.9801 |
0.9796 |
| S2 |
0.9762 |
0.9762 |
0.9797 |
|
| S3 |
0.9716 |
0.9738 |
0.9792 |
|
| S4 |
0.9670 |
0.9692 |
0.9780 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0088 |
0.9795 |
|
| R3 |
1.0035 |
0.9947 |
0.9756 |
|
| R2 |
0.9894 |
0.9894 |
0.9743 |
|
| R1 |
0.9806 |
0.9806 |
0.9730 |
0.9780 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9740 |
| S1 |
0.9665 |
0.9665 |
0.9704 |
0.9639 |
| S2 |
0.9612 |
0.9612 |
0.9691 |
|
| S3 |
0.9471 |
0.9524 |
0.9678 |
|
| S4 |
0.9330 |
0.9383 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9833 |
0.9701 |
0.0132 |
1.3% |
0.0074 |
0.8% |
79% |
True |
False |
226 |
| 10 |
0.9935 |
0.9701 |
0.0234 |
2.4% |
0.0073 |
0.7% |
44% |
False |
False |
293 |
| 20 |
0.9935 |
0.9665 |
0.0270 |
2.8% |
0.0064 |
0.7% |
52% |
False |
False |
190 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0057 |
0.6% |
80% |
False |
False |
107 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0050 |
0.5% |
80% |
False |
False |
78 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0042 |
0.4% |
80% |
False |
False |
65 |
| 100 |
0.9935 |
0.9278 |
0.0657 |
6.7% |
0.0036 |
0.4% |
80% |
False |
False |
53 |
| 120 |
0.9935 |
0.9255 |
0.0680 |
6.9% |
0.0032 |
0.3% |
81% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0029 |
|
2.618 |
0.9953 |
|
1.618 |
0.9907 |
|
1.000 |
0.9879 |
|
0.618 |
0.9861 |
|
HIGH |
0.9833 |
|
0.618 |
0.9815 |
|
0.500 |
0.9810 |
|
0.382 |
0.9805 |
|
LOW |
0.9787 |
|
0.618 |
0.9759 |
|
1.000 |
0.9741 |
|
1.618 |
0.9713 |
|
2.618 |
0.9667 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9810 |
0.9792 |
| PP |
0.9808 |
0.9780 |
| S1 |
0.9807 |
0.9767 |
|