CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9354 |
0.9318 |
-0.0036 |
-0.4% |
0.9325 |
| High |
0.9354 |
0.9356 |
0.0002 |
0.0% |
0.9444 |
| Low |
0.9331 |
0.9318 |
-0.0013 |
-0.1% |
0.9288 |
| Close |
0.9315 |
0.9353 |
0.0038 |
0.4% |
0.9315 |
| Range |
0.0023 |
0.0038 |
0.0015 |
65.2% |
0.0156 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
20 |
31 |
11 |
55.0% |
134 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9456 |
0.9443 |
0.9374 |
|
| R3 |
0.9418 |
0.9405 |
0.9363 |
|
| R2 |
0.9380 |
0.9380 |
0.9360 |
|
| R1 |
0.9367 |
0.9367 |
0.9356 |
0.9374 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9346 |
| S1 |
0.9329 |
0.9329 |
0.9350 |
0.9336 |
| S2 |
0.9304 |
0.9304 |
0.9346 |
|
| S3 |
0.9266 |
0.9291 |
0.9343 |
|
| S4 |
0.9228 |
0.9253 |
0.9332 |
|
|
| 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% |
0.0039 |
0.4% |
42% |
False |
False |
19 |
| 10 |
0.9444 |
0.9288 |
0.0156 |
1.7% |
0.0038 |
0.4% |
42% |
False |
False |
29 |
| 20 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0032 |
0.3% |
14% |
False |
False |
21 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0027 |
0.3% |
14% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0025 |
0.3% |
14% |
False |
False |
19 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0021 |
0.2% |
20% |
False |
False |
16 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0020 |
0.2% |
39% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9518 |
|
2.618 |
0.9455 |
|
1.618 |
0.9417 |
|
1.000 |
0.9394 |
|
0.618 |
0.9379 |
|
HIGH |
0.9356 |
|
0.618 |
0.9341 |
|
0.500 |
0.9337 |
|
0.382 |
0.9333 |
|
LOW |
0.9318 |
|
0.618 |
0.9295 |
|
1.000 |
0.9280 |
|
1.618 |
0.9257 |
|
2.618 |
0.9219 |
|
4.250 |
0.9157 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9348 |
0.9343 |
| PP |
0.9342 |
0.9332 |
| S1 |
0.9337 |
0.9322 |
|