CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9623 |
0.9590 |
-0.0033 |
-0.3% |
0.9508 |
High |
0.9642 |
0.9630 |
-0.0012 |
-0.1% |
0.9624 |
Low |
0.9577 |
0.9452 |
-0.0125 |
-1.3% |
0.9498 |
Close |
0.9599 |
0.9474 |
-0.0125 |
-1.3% |
0.9610 |
Range |
0.0065 |
0.0178 |
0.0113 |
173.8% |
0.0126 |
ATR |
0.0087 |
0.0093 |
0.0007 |
7.5% |
0.0000 |
Volume |
617 |
569 |
-48 |
-7.8% |
3,099 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0053 |
0.9941 |
0.9572 |
|
R3 |
0.9875 |
0.9763 |
0.9523 |
|
R2 |
0.9697 |
0.9697 |
0.9507 |
|
R1 |
0.9585 |
0.9585 |
0.9490 |
0.9552 |
PP |
0.9519 |
0.9519 |
0.9519 |
0.9502 |
S1 |
0.9407 |
0.9407 |
0.9458 |
0.9374 |
S2 |
0.9341 |
0.9341 |
0.9441 |
|
S3 |
0.9163 |
0.9229 |
0.9425 |
|
S4 |
0.8985 |
0.9051 |
0.9376 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9955 |
0.9909 |
0.9679 |
|
R3 |
0.9829 |
0.9783 |
0.9645 |
|
R2 |
0.9703 |
0.9703 |
0.9633 |
|
R1 |
0.9657 |
0.9657 |
0.9622 |
0.9680 |
PP |
0.9577 |
0.9577 |
0.9577 |
0.9589 |
S1 |
0.9531 |
0.9531 |
0.9598 |
0.9554 |
S2 |
0.9451 |
0.9451 |
0.9587 |
|
S3 |
0.9325 |
0.9405 |
0.9575 |
|
S4 |
0.9199 |
0.9279 |
0.9541 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9642 |
0.9452 |
0.0190 |
2.0% |
0.0102 |
1.1% |
12% |
False |
True |
700 |
10 |
0.9642 |
0.9339 |
0.0303 |
3.2% |
0.0094 |
1.0% |
45% |
False |
False |
602 |
20 |
0.9642 |
0.9276 |
0.0366 |
3.9% |
0.0089 |
0.9% |
54% |
False |
False |
497 |
40 |
0.9775 |
0.9276 |
0.0499 |
5.3% |
0.0087 |
0.9% |
40% |
False |
False |
365 |
60 |
0.9775 |
0.9276 |
0.0499 |
5.3% |
0.0079 |
0.8% |
40% |
False |
False |
270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0387 |
2.618 |
1.0096 |
1.618 |
0.9918 |
1.000 |
0.9808 |
0.618 |
0.9740 |
HIGH |
0.9630 |
0.618 |
0.9562 |
0.500 |
0.9541 |
0.382 |
0.9520 |
LOW |
0.9452 |
0.618 |
0.9342 |
1.000 |
0.9274 |
1.618 |
0.9164 |
2.618 |
0.8986 |
4.250 |
0.8696 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9541 |
0.9547 |
PP |
0.9519 |
0.9523 |
S1 |
0.9496 |
0.9498 |
|