CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9444 |
0.9375 |
-0.0069 |
-0.7% |
0.9431 |
| High |
0.9444 |
0.9375 |
-0.0069 |
-0.7% |
0.9452 |
| Low |
0.9444 |
0.9300 |
-0.0144 |
-1.5% |
0.9346 |
| Close |
0.9416 |
0.9326 |
-0.0090 |
-1.0% |
0.9347 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0106 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
8.2% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
138 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9559 |
0.9517 |
0.9367 |
|
| R3 |
0.9484 |
0.9442 |
0.9347 |
|
| R2 |
0.9409 |
0.9409 |
0.9340 |
|
| R1 |
0.9367 |
0.9367 |
0.9333 |
0.9351 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9325 |
| S1 |
0.9292 |
0.9292 |
0.9319 |
0.9276 |
| S2 |
0.9259 |
0.9259 |
0.9312 |
|
| S3 |
0.9184 |
0.9217 |
0.9305 |
|
| S4 |
0.9109 |
0.9142 |
0.9285 |
|
|
| 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 |
0.9444 |
0.9300 |
0.0144 |
1.5% |
0.0039 |
0.4% |
18% |
False |
True |
19 |
| 10 |
0.9488 |
0.9300 |
0.0188 |
2.0% |
0.0038 |
0.4% |
14% |
False |
True |
23 |
| 20 |
0.9755 |
0.9300 |
0.0455 |
4.9% |
0.0034 |
0.4% |
6% |
False |
True |
19 |
| 40 |
0.9755 |
0.9300 |
0.0455 |
4.9% |
0.0024 |
0.3% |
6% |
False |
True |
21 |
| 60 |
0.9755 |
0.9300 |
0.0455 |
4.9% |
0.0023 |
0.3% |
6% |
False |
True |
18 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.4% |
0.0020 |
0.2% |
14% |
False |
False |
15 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0019 |
0.2% |
35% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9694 |
|
2.618 |
0.9571 |
|
1.618 |
0.9496 |
|
1.000 |
0.9450 |
|
0.618 |
0.9421 |
|
HIGH |
0.9375 |
|
0.618 |
0.9346 |
|
0.500 |
0.9338 |
|
0.382 |
0.9329 |
|
LOW |
0.9300 |
|
0.618 |
0.9254 |
|
1.000 |
0.9225 |
|
1.618 |
0.9179 |
|
2.618 |
0.9104 |
|
4.250 |
0.8981 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9338 |
0.9372 |
| PP |
0.9334 |
0.9357 |
| S1 |
0.9330 |
0.9341 |
|