CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9318 |
0.9350 |
0.0032 |
0.3% |
0.9325 |
| High |
0.9356 |
0.9410 |
0.0054 |
0.6% |
0.9444 |
| Low |
0.9318 |
0.9350 |
0.0032 |
0.3% |
0.9288 |
| Close |
0.9353 |
0.9418 |
0.0065 |
0.7% |
0.9315 |
| Range |
0.0038 |
0.0060 |
0.0022 |
57.9% |
0.0156 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
| Volume |
31 |
4 |
-27 |
-87.1% |
134 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9555 |
0.9451 |
|
| R3 |
0.9513 |
0.9495 |
0.9435 |
|
| R2 |
0.9453 |
0.9453 |
0.9429 |
|
| R1 |
0.9435 |
0.9435 |
0.9424 |
0.9444 |
| PP |
0.9393 |
0.9393 |
0.9393 |
0.9397 |
| S1 |
0.9375 |
0.9375 |
0.9413 |
0.9384 |
| S2 |
0.9333 |
0.9333 |
0.9407 |
|
| S3 |
0.9273 |
0.9315 |
0.9402 |
|
| S4 |
0.9213 |
0.9255 |
0.9385 |
|
|
| 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 |
0.9410 |
0.9288 |
0.0122 |
1.3% |
0.0051 |
0.5% |
107% |
True |
False |
20 |
| 10 |
0.9444 |
0.9288 |
0.0156 |
1.7% |
0.0040 |
0.4% |
83% |
False |
False |
25 |
| 20 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0034 |
0.4% |
28% |
False |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0029 |
0.3% |
28% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0026 |
0.3% |
28% |
False |
False |
19 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0022 |
0.2% |
33% |
False |
False |
16 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0020 |
0.2% |
49% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9665 |
|
2.618 |
0.9567 |
|
1.618 |
0.9507 |
|
1.000 |
0.9470 |
|
0.618 |
0.9447 |
|
HIGH |
0.9410 |
|
0.618 |
0.9387 |
|
0.500 |
0.9380 |
|
0.382 |
0.9373 |
|
LOW |
0.9350 |
|
0.618 |
0.9313 |
|
1.000 |
0.9290 |
|
1.618 |
0.9253 |
|
2.618 |
0.9193 |
|
4.250 |
0.9095 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9405 |
0.9400 |
| PP |
0.9393 |
0.9382 |
| S1 |
0.9380 |
0.9364 |
|