CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9512 |
0.9576 |
0.0064 |
0.7% |
0.9341 |
| High |
0.9606 |
0.9604 |
-0.0002 |
0.0% |
0.9542 |
| Low |
0.9494 |
0.9549 |
0.0055 |
0.6% |
0.9290 |
| Close |
0.9570 |
0.9573 |
0.0003 |
0.0% |
0.9516 |
| Range |
0.0112 |
0.0055 |
-0.0057 |
-50.9% |
0.0252 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
86,041 |
71,356 |
-14,685 |
-17.1% |
463,866 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9740 |
0.9712 |
0.9603 |
|
| R3 |
0.9685 |
0.9657 |
0.9588 |
|
| R2 |
0.9630 |
0.9630 |
0.9583 |
|
| R1 |
0.9602 |
0.9602 |
0.9578 |
0.9589 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9569 |
| S1 |
0.9547 |
0.9547 |
0.9568 |
0.9534 |
| S2 |
0.9520 |
0.9520 |
0.9563 |
|
| S3 |
0.9465 |
0.9492 |
0.9558 |
|
| S4 |
0.9410 |
0.9437 |
0.9543 |
|
|
| 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 |
0.9337 |
0.0269 |
2.8% |
0.0096 |
1.0% |
88% |
False |
False |
88,293 |
| 10 |
0.9606 |
0.9274 |
0.0332 |
3.5% |
0.0102 |
1.1% |
90% |
False |
False |
86,513 |
| 20 |
0.9698 |
0.9274 |
0.0424 |
4.4% |
0.0100 |
1.0% |
71% |
False |
False |
83,415 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0098 |
1.0% |
59% |
False |
False |
71,231 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0105 |
1.1% |
59% |
False |
False |
54,052 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0107 |
1.1% |
63% |
False |
False |
40,615 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0108 |
1.1% |
68% |
False |
False |
32,523 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0100 |
1.0% |
72% |
False |
False |
27,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9838 |
|
2.618 |
0.9748 |
|
1.618 |
0.9693 |
|
1.000 |
0.9659 |
|
0.618 |
0.9638 |
|
HIGH |
0.9604 |
|
0.618 |
0.9583 |
|
0.500 |
0.9577 |
|
0.382 |
0.9570 |
|
LOW |
0.9549 |
|
0.618 |
0.9515 |
|
1.000 |
0.9494 |
|
1.618 |
0.9460 |
|
2.618 |
0.9405 |
|
4.250 |
0.9315 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9577 |
0.9558 |
| PP |
0.9575 |
0.9544 |
| S1 |
0.9574 |
0.9529 |
|