CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9372 |
0.9407 |
0.0035 |
0.4% |
0.9360 |
High |
0.9428 |
0.9540 |
0.0112 |
1.2% |
0.9475 |
Low |
0.9339 |
0.9407 |
0.0068 |
0.7% |
0.9276 |
Close |
0.9419 |
0.9525 |
0.0106 |
1.1% |
0.9317 |
Range |
0.0089 |
0.0133 |
0.0044 |
49.4% |
0.0199 |
ATR |
0.0088 |
0.0092 |
0.0003 |
3.6% |
0.0000 |
Volume |
555 |
433 |
-122 |
-22.0% |
1,755 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9890 |
0.9840 |
0.9598 |
|
R3 |
0.9757 |
0.9707 |
0.9562 |
|
R2 |
0.9624 |
0.9624 |
0.9549 |
|
R1 |
0.9574 |
0.9574 |
0.9537 |
0.9599 |
PP |
0.9491 |
0.9491 |
0.9491 |
0.9503 |
S1 |
0.9441 |
0.9441 |
0.9513 |
0.9466 |
S2 |
0.9358 |
0.9358 |
0.9501 |
|
S3 |
0.9225 |
0.9308 |
0.9488 |
|
S4 |
0.9092 |
0.9175 |
0.9452 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9953 |
0.9834 |
0.9426 |
|
R3 |
0.9754 |
0.9635 |
0.9372 |
|
R2 |
0.9555 |
0.9555 |
0.9353 |
|
R1 |
0.9436 |
0.9436 |
0.9335 |
0.9396 |
PP |
0.9356 |
0.9356 |
0.9356 |
0.9336 |
S1 |
0.9237 |
0.9237 |
0.9299 |
0.9197 |
S2 |
0.9157 |
0.9157 |
0.9281 |
|
S3 |
0.8958 |
0.9038 |
0.9262 |
|
S4 |
0.8759 |
0.8839 |
0.9208 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9540 |
0.9276 |
0.0264 |
2.8% |
0.0100 |
1.0% |
94% |
True |
False |
497 |
10 |
0.9540 |
0.9276 |
0.0264 |
2.8% |
0.0093 |
1.0% |
94% |
True |
False |
439 |
20 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0093 |
1.0% |
50% |
False |
False |
344 |
40 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0082 |
0.9% |
50% |
False |
False |
257 |
60 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0071 |
0.7% |
50% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0105 |
2.618 |
0.9888 |
1.618 |
0.9755 |
1.000 |
0.9673 |
0.618 |
0.9622 |
HIGH |
0.9540 |
0.618 |
0.9489 |
0.500 |
0.9474 |
0.382 |
0.9458 |
LOW |
0.9407 |
0.618 |
0.9325 |
1.000 |
0.9274 |
1.618 |
0.9192 |
2.618 |
0.9059 |
4.250 |
0.8842 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9508 |
0.9490 |
PP |
0.9491 |
0.9455 |
S1 |
0.9474 |
0.9420 |
|