CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9496 |
0.0146 |
1.6% |
0.9325 |
| High |
0.9410 |
0.9528 |
0.0118 |
1.3% |
0.9444 |
| Low |
0.9350 |
0.9496 |
0.0146 |
1.6% |
0.9288 |
| Close |
0.9418 |
0.9523 |
0.0105 |
1.1% |
0.9315 |
| Range |
0.0060 |
0.0032 |
-0.0028 |
-46.7% |
0.0156 |
| ATR |
0.0056 |
0.0060 |
0.0004 |
6.8% |
0.0000 |
| Volume |
4 |
11 |
7 |
175.0% |
134 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9612 |
0.9599 |
0.9541 |
|
| R3 |
0.9580 |
0.9567 |
0.9532 |
|
| R2 |
0.9548 |
0.9548 |
0.9529 |
|
| R1 |
0.9535 |
0.9535 |
0.9526 |
0.9542 |
| PP |
0.9516 |
0.9516 |
0.9516 |
0.9519 |
| S1 |
0.9503 |
0.9503 |
0.9520 |
0.9510 |
| S2 |
0.9484 |
0.9484 |
0.9517 |
|
| S3 |
0.9452 |
0.9471 |
0.9514 |
|
| S4 |
0.9420 |
0.9439 |
0.9505 |
|
|
| 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 |
0.9528 |
0.9288 |
0.0240 |
2.5% |
0.0042 |
0.4% |
98% |
True |
False |
22 |
| 10 |
0.9528 |
0.9288 |
0.0240 |
2.5% |
0.0041 |
0.4% |
98% |
True |
False |
20 |
| 20 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0036 |
0.4% |
50% |
False |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0029 |
0.3% |
50% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0027 |
0.3% |
50% |
False |
False |
19 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0022 |
0.2% |
54% |
False |
False |
16 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0020 |
0.2% |
65% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9664 |
|
2.618 |
0.9612 |
|
1.618 |
0.9580 |
|
1.000 |
0.9560 |
|
0.618 |
0.9548 |
|
HIGH |
0.9528 |
|
0.618 |
0.9516 |
|
0.500 |
0.9512 |
|
0.382 |
0.9508 |
|
LOW |
0.9496 |
|
0.618 |
0.9476 |
|
1.000 |
0.9464 |
|
1.618 |
0.9444 |
|
2.618 |
0.9412 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9519 |
0.9490 |
| PP |
0.9516 |
0.9456 |
| S1 |
0.9512 |
0.9423 |
|