CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9590 |
0.9474 |
-0.0116 |
-1.2% |
0.9508 |
| High |
0.9630 |
0.9513 |
-0.0117 |
-1.2% |
0.9624 |
| Low |
0.9452 |
0.9440 |
-0.0012 |
-0.1% |
0.9498 |
| Close |
0.9474 |
0.9474 |
0.0000 |
0.0% |
0.9610 |
| Range |
0.0178 |
0.0073 |
-0.0105 |
-59.0% |
0.0126 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
569 |
4,113 |
3,544 |
622.8% |
3,099 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9657 |
0.9514 |
|
| R3 |
0.9622 |
0.9584 |
0.9494 |
|
| R2 |
0.9549 |
0.9549 |
0.9487 |
|
| R1 |
0.9511 |
0.9511 |
0.9481 |
0.9511 |
| PP |
0.9476 |
0.9476 |
0.9476 |
0.9475 |
| S1 |
0.9438 |
0.9438 |
0.9467 |
0.9438 |
| S2 |
0.9403 |
0.9403 |
0.9461 |
|
| S3 |
0.9330 |
0.9365 |
0.9454 |
|
| S4 |
0.9257 |
0.9292 |
0.9434 |
|
|
| 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 |
0.9440 |
0.0202 |
2.1% |
0.0107 |
1.1% |
17% |
False |
True |
1,359 |
| 10 |
0.9642 |
0.9407 |
0.0235 |
2.5% |
0.0092 |
1.0% |
29% |
False |
False |
957 |
| 20 |
0.9642 |
0.9276 |
0.0366 |
3.9% |
0.0090 |
0.9% |
54% |
False |
False |
684 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.3% |
0.0088 |
0.9% |
40% |
False |
False |
466 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.3% |
0.0078 |
0.8% |
40% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9823 |
|
2.618 |
0.9704 |
|
1.618 |
0.9631 |
|
1.000 |
0.9586 |
|
0.618 |
0.9558 |
|
HIGH |
0.9513 |
|
0.618 |
0.9485 |
|
0.500 |
0.9477 |
|
0.382 |
0.9468 |
|
LOW |
0.9440 |
|
0.618 |
0.9395 |
|
1.000 |
0.9367 |
|
1.618 |
0.9322 |
|
2.618 |
0.9249 |
|
4.250 |
0.9130 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9477 |
0.9541 |
| PP |
0.9476 |
0.9519 |
| S1 |
0.9475 |
0.9496 |
|