CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9518 |
0.9512 |
-0.0006 |
-0.1% |
0.9341 |
| High |
0.9534 |
0.9606 |
0.0072 |
0.8% |
0.9542 |
| Low |
0.9452 |
0.9494 |
0.0042 |
0.4% |
0.9290 |
| Close |
0.9516 |
0.9570 |
0.0054 |
0.6% |
0.9516 |
| Range |
0.0082 |
0.0112 |
0.0030 |
36.6% |
0.0252 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.8% |
0.0000 |
| Volume |
107,134 |
86,041 |
-21,093 |
-19.7% |
463,866 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9843 |
0.9632 |
|
| R3 |
0.9781 |
0.9731 |
0.9601 |
|
| R2 |
0.9669 |
0.9669 |
0.9591 |
|
| R1 |
0.9619 |
0.9619 |
0.9580 |
0.9644 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9569 |
| S1 |
0.9507 |
0.9507 |
0.9560 |
0.9532 |
| S2 |
0.9445 |
0.9445 |
0.9549 |
|
| S3 |
0.9333 |
0.9395 |
0.9539 |
|
| S4 |
0.9221 |
0.9283 |
0.9508 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0113 |
0.9655 |
|
| R3 |
0.9953 |
0.9861 |
0.9585 |
|
| R2 |
0.9701 |
0.9701 |
0.9562 |
|
| R1 |
0.9609 |
0.9609 |
0.9539 |
0.9655 |
| PP |
0.9449 |
0.9449 |
0.9449 |
0.9473 |
| S1 |
0.9357 |
0.9357 |
0.9493 |
0.9403 |
| S2 |
0.9197 |
0.9197 |
0.9470 |
|
| S3 |
0.8945 |
0.9105 |
0.9447 |
|
| S4 |
0.8693 |
0.8853 |
0.9377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9606 |
0.9290 |
0.0316 |
3.3% |
0.0106 |
1.1% |
89% |
True |
False |
84,972 |
| 10 |
0.9606 |
0.9274 |
0.0332 |
3.5% |
0.0103 |
1.1% |
89% |
True |
False |
86,684 |
| 20 |
0.9758 |
0.9274 |
0.0484 |
5.1% |
0.0102 |
1.1% |
61% |
False |
False |
82,878 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0098 |
1.0% |
58% |
False |
False |
71,052 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0106 |
1.1% |
58% |
False |
False |
52,874 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0110 |
1.1% |
63% |
False |
False |
39,724 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0108 |
1.1% |
68% |
False |
False |
31,810 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0100 |
1.0% |
72% |
False |
False |
26,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0082 |
|
2.618 |
0.9899 |
|
1.618 |
0.9787 |
|
1.000 |
0.9718 |
|
0.618 |
0.9675 |
|
HIGH |
0.9606 |
|
0.618 |
0.9563 |
|
0.500 |
0.9550 |
|
0.382 |
0.9537 |
|
LOW |
0.9494 |
|
0.618 |
0.9425 |
|
1.000 |
0.9382 |
|
1.618 |
0.9313 |
|
2.618 |
0.9201 |
|
4.250 |
0.9018 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9563 |
0.9549 |
| PP |
0.9557 |
0.9528 |
| S1 |
0.9550 |
0.9507 |
|