CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9807 |
0.0017 |
0.2% |
0.9824 |
| High |
0.9833 |
0.9862 |
0.0029 |
0.3% |
0.9842 |
| Low |
0.9787 |
0.9802 |
0.0015 |
0.2% |
0.9701 |
| Close |
0.9805 |
0.9843 |
0.0038 |
0.4% |
0.9717 |
| Range |
0.0046 |
0.0060 |
0.0014 |
30.4% |
0.0141 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
247 |
125 |
-122 |
-49.4% |
1,079 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0016 |
0.9989 |
0.9876 |
|
| R3 |
0.9956 |
0.9929 |
0.9860 |
|
| R2 |
0.9896 |
0.9896 |
0.9854 |
|
| R1 |
0.9869 |
0.9869 |
0.9849 |
0.9883 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9842 |
| S1 |
0.9809 |
0.9809 |
0.9838 |
0.9823 |
| S2 |
0.9776 |
0.9776 |
0.9832 |
|
| S3 |
0.9716 |
0.9749 |
0.9827 |
|
| S4 |
0.9656 |
0.9689 |
0.9810 |
|
|
| 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 |
0.9862 |
0.9701 |
0.0161 |
1.6% |
0.0066 |
0.7% |
88% |
True |
False |
225 |
| 10 |
0.9935 |
0.9701 |
0.0234 |
2.4% |
0.0072 |
0.7% |
61% |
False |
False |
275 |
| 20 |
0.9935 |
0.9680 |
0.0255 |
2.6% |
0.0064 |
0.7% |
64% |
False |
False |
191 |
| 40 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0059 |
0.6% |
86% |
False |
False |
110 |
| 60 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0050 |
0.5% |
86% |
False |
False |
80 |
| 80 |
0.9935 |
0.9288 |
0.0647 |
6.6% |
0.0042 |
0.4% |
86% |
False |
False |
66 |
| 100 |
0.9935 |
0.9278 |
0.0657 |
6.7% |
0.0037 |
0.4% |
86% |
False |
False |
54 |
| 120 |
0.9935 |
0.9255 |
0.0680 |
6.9% |
0.0033 |
0.3% |
86% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0117 |
|
2.618 |
1.0019 |
|
1.618 |
0.9959 |
|
1.000 |
0.9922 |
|
0.618 |
0.9899 |
|
HIGH |
0.9862 |
|
0.618 |
0.9839 |
|
0.500 |
0.9832 |
|
0.382 |
0.9825 |
|
LOW |
0.9802 |
|
0.618 |
0.9765 |
|
1.000 |
0.9742 |
|
1.618 |
0.9705 |
|
2.618 |
0.9645 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9839 |
0.9832 |
| PP |
0.9836 |
0.9822 |
| S1 |
0.9832 |
0.9811 |
|