CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9813 |
-0.0012 |
-0.1% |
0.9763 |
| High |
0.9828 |
0.9813 |
-0.0015 |
-0.2% |
0.9910 |
| Low |
0.9764 |
0.9800 |
0.0036 |
0.4% |
0.9762 |
| Close |
0.9789 |
0.9811 |
0.0022 |
0.2% |
0.9826 |
| Range |
0.0064 |
0.0013 |
-0.0051 |
-79.7% |
0.0148 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
116 |
115 |
-1 |
-0.9% |
101 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9842 |
0.9818 |
|
| R3 |
0.9834 |
0.9829 |
0.9815 |
|
| R2 |
0.9821 |
0.9821 |
0.9813 |
|
| R1 |
0.9816 |
0.9816 |
0.9812 |
0.9812 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9806 |
| S1 |
0.9803 |
0.9803 |
0.9810 |
0.9799 |
| S2 |
0.9795 |
0.9795 |
0.9809 |
|
| S3 |
0.9782 |
0.9790 |
0.9807 |
|
| S4 |
0.9769 |
0.9777 |
0.9804 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0199 |
0.9907 |
|
| R3 |
1.0129 |
1.0051 |
0.9867 |
|
| R2 |
0.9981 |
0.9981 |
0.9853 |
|
| R1 |
0.9903 |
0.9903 |
0.9840 |
0.9942 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9852 |
| S1 |
0.9755 |
0.9755 |
0.9812 |
0.9794 |
| S2 |
0.9685 |
0.9685 |
0.9799 |
|
| S3 |
0.9537 |
0.9607 |
0.9785 |
|
| S4 |
0.9389 |
0.9459 |
0.9745 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9847 |
|
1.618 |
0.9834 |
|
1.000 |
0.9826 |
|
0.618 |
0.9821 |
|
HIGH |
0.9813 |
|
0.618 |
0.9808 |
|
0.500 |
0.9807 |
|
0.382 |
0.9805 |
|
LOW |
0.9800 |
|
0.618 |
0.9792 |
|
1.000 |
0.9787 |
|
1.618 |
0.9779 |
|
2.618 |
0.9766 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9810 |
0.9827 |
| PP |
0.9808 |
0.9822 |
| S1 |
0.9807 |
0.9816 |
|