CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9474 |
0.9493 |
0.0019 |
0.2% |
0.9508 |
| High |
0.9513 |
0.9506 |
-0.0007 |
-0.1% |
0.9624 |
| Low |
0.9440 |
0.9364 |
-0.0076 |
-0.8% |
0.9498 |
| Close |
0.9474 |
0.9411 |
-0.0063 |
-0.7% |
0.9610 |
| Range |
0.0073 |
0.0142 |
0.0069 |
94.5% |
0.0126 |
| ATR |
0.0092 |
0.0095 |
0.0004 |
3.9% |
0.0000 |
| Volume |
4,113 |
1,296 |
-2,817 |
-68.5% |
3,099 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9853 |
0.9774 |
0.9489 |
|
| R3 |
0.9711 |
0.9632 |
0.9450 |
|
| R2 |
0.9569 |
0.9569 |
0.9437 |
|
| R1 |
0.9490 |
0.9490 |
0.9424 |
0.9459 |
| PP |
0.9427 |
0.9427 |
0.9427 |
0.9411 |
| S1 |
0.9348 |
0.9348 |
0.9398 |
0.9317 |
| S2 |
0.9285 |
0.9285 |
0.9385 |
|
| S3 |
0.9143 |
0.9206 |
0.9372 |
|
| S4 |
0.9001 |
0.9064 |
0.9333 |
|
|
| 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 |
0.9364 |
0.0278 |
3.0% |
0.0117 |
1.2% |
17% |
False |
True |
1,530 |
| 10 |
0.9642 |
0.9364 |
0.0278 |
3.0% |
0.0093 |
1.0% |
17% |
False |
True |
1,044 |
| 20 |
0.9642 |
0.9276 |
0.0366 |
3.9% |
0.0093 |
1.0% |
37% |
False |
False |
741 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.3% |
0.0090 |
1.0% |
27% |
False |
False |
498 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.3% |
0.0080 |
0.9% |
27% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0110 |
|
2.618 |
0.9878 |
|
1.618 |
0.9736 |
|
1.000 |
0.9648 |
|
0.618 |
0.9594 |
|
HIGH |
0.9506 |
|
0.618 |
0.9452 |
|
0.500 |
0.9435 |
|
0.382 |
0.9418 |
|
LOW |
0.9364 |
|
0.618 |
0.9276 |
|
1.000 |
0.9222 |
|
1.618 |
0.9134 |
|
2.618 |
0.8992 |
|
4.250 |
0.8761 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9435 |
0.9497 |
| PP |
0.9427 |
0.9468 |
| S1 |
0.9419 |
0.9440 |
|