CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9325 |
0.9435 |
0.0110 |
1.2% |
0.9431 |
High |
0.9395 |
0.9435 |
0.0040 |
0.4% |
0.9452 |
Low |
0.9325 |
0.9435 |
0.0110 |
1.2% |
0.9346 |
Close |
0.9400 |
0.9435 |
0.0035 |
0.4% |
0.9347 |
Range |
0.0070 |
0.0000 |
-0.0070 |
-100.0% |
0.0106 |
ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
66 |
20 |
-46 |
-69.7% |
138 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9435 |
0.9435 |
0.9435 |
|
R3 |
0.9435 |
0.9435 |
0.9435 |
|
R2 |
0.9435 |
0.9435 |
0.9435 |
|
R1 |
0.9435 |
0.9435 |
0.9435 |
0.9435 |
PP |
0.9435 |
0.9435 |
0.9435 |
0.9435 |
S1 |
0.9435 |
0.9435 |
0.9435 |
0.9435 |
S2 |
0.9435 |
0.9435 |
0.9435 |
|
S3 |
0.9435 |
0.9435 |
0.9435 |
|
S4 |
0.9435 |
0.9435 |
0.9435 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9700 |
0.9629 |
0.9405 |
|
R3 |
0.9594 |
0.9523 |
0.9376 |
|
R2 |
0.9488 |
0.9488 |
0.9366 |
|
R1 |
0.9417 |
0.9417 |
0.9357 |
0.9400 |
PP |
0.9382 |
0.9382 |
0.9382 |
0.9373 |
S1 |
0.9311 |
0.9311 |
0.9337 |
0.9294 |
S2 |
0.9276 |
0.9276 |
0.9328 |
|
S3 |
0.9170 |
0.9205 |
0.9318 |
|
S4 |
0.9064 |
0.9099 |
0.9289 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9435 |
0.9325 |
0.0110 |
1.2% |
0.0036 |
0.4% |
100% |
True |
False |
38 |
10 |
0.9600 |
0.9325 |
0.0275 |
2.9% |
0.0038 |
0.4% |
40% |
False |
False |
26 |
20 |
0.9755 |
0.9325 |
0.0430 |
4.6% |
0.0034 |
0.4% |
26% |
False |
False |
21 |
40 |
0.9755 |
0.9325 |
0.0430 |
4.6% |
0.0025 |
0.3% |
26% |
False |
False |
23 |
60 |
0.9755 |
0.9278 |
0.0477 |
5.1% |
0.0022 |
0.2% |
33% |
False |
False |
18 |
80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0019 |
0.2% |
36% |
False |
False |
15 |
100 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0018 |
0.2% |
51% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9435 |
2.618 |
0.9435 |
1.618 |
0.9435 |
1.000 |
0.9435 |
0.618 |
0.9435 |
HIGH |
0.9435 |
0.618 |
0.9435 |
0.500 |
0.9435 |
0.382 |
0.9435 |
LOW |
0.9435 |
0.618 |
0.9435 |
1.000 |
0.9435 |
1.618 |
0.9435 |
2.618 |
0.9435 |
4.250 |
0.9435 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9435 |
0.9417 |
PP |
0.9435 |
0.9398 |
S1 |
0.9435 |
0.9380 |
|