CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9288 |
0.9354 |
0.0066 |
0.7% |
0.9325 |
| High |
0.9346 |
0.9354 |
0.0008 |
0.1% |
0.9444 |
| Low |
0.9288 |
0.9331 |
0.0043 |
0.5% |
0.9288 |
| Close |
0.9315 |
0.9315 |
0.0000 |
0.0% |
0.9315 |
| Range |
0.0058 |
0.0023 |
-0.0035 |
-60.3% |
0.0156 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
45 |
20 |
-25 |
-55.6% |
134 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9402 |
0.9382 |
0.9328 |
|
| R3 |
0.9379 |
0.9359 |
0.9321 |
|
| R2 |
0.9356 |
0.9356 |
0.9319 |
|
| R1 |
0.9336 |
0.9336 |
0.9317 |
0.9335 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9333 |
| S1 |
0.9313 |
0.9313 |
0.9313 |
0.9312 |
| S2 |
0.9310 |
0.9310 |
0.9311 |
|
| S3 |
0.9287 |
0.9290 |
0.9309 |
|
| S4 |
0.9264 |
0.9267 |
0.9302 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9817 |
0.9722 |
0.9401 |
|
| R3 |
0.9661 |
0.9566 |
0.9358 |
|
| R2 |
0.9505 |
0.9505 |
0.9344 |
|
| R1 |
0.9410 |
0.9410 |
0.9329 |
0.9380 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9334 |
| S1 |
0.9254 |
0.9254 |
0.9301 |
0.9224 |
| S2 |
0.9193 |
0.9193 |
0.9286 |
|
| S3 |
0.9037 |
0.9098 |
0.9272 |
|
| S4 |
0.8881 |
0.8942 |
0.9229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9444 |
0.9288 |
0.0156 |
1.7% |
0.0031 |
0.3% |
17% |
False |
False |
17 |
| 10 |
0.9444 |
0.9288 |
0.0156 |
1.7% |
0.0041 |
0.4% |
17% |
False |
False |
26 |
| 20 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0033 |
0.4% |
6% |
False |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0026 |
0.3% |
6% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0025 |
0.3% |
6% |
False |
False |
19 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.4% |
0.0021 |
0.2% |
12% |
False |
False |
16 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0019 |
0.2% |
33% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9452 |
|
2.618 |
0.9414 |
|
1.618 |
0.9391 |
|
1.000 |
0.9377 |
|
0.618 |
0.9368 |
|
HIGH |
0.9354 |
|
0.618 |
0.9345 |
|
0.500 |
0.9343 |
|
0.382 |
0.9340 |
|
LOW |
0.9331 |
|
0.618 |
0.9317 |
|
1.000 |
0.9308 |
|
1.618 |
0.9294 |
|
2.618 |
0.9271 |
|
4.250 |
0.9233 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9343 |
0.9332 |
| PP |
0.9333 |
0.9326 |
| S1 |
0.9324 |
0.9321 |
|