CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9496 |
0.9513 |
0.0017 |
0.2% |
0.9354 |
High |
0.9528 |
0.9513 |
-0.0015 |
-0.2% |
0.9528 |
Low |
0.9496 |
0.9513 |
0.0017 |
0.2% |
0.9318 |
Close |
0.9523 |
0.9513 |
-0.0010 |
-0.1% |
0.9513 |
Range |
0.0032 |
0.0000 |
-0.0032 |
-100.0% |
0.0210 |
ATR |
0.0060 |
0.0056 |
-0.0004 |
-6.0% |
0.0000 |
Volume |
11 |
11 |
0 |
0.0% |
77 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9513 |
0.9513 |
0.9513 |
|
R3 |
0.9513 |
0.9513 |
0.9513 |
|
R2 |
0.9513 |
0.9513 |
0.9513 |
|
R1 |
0.9513 |
0.9513 |
0.9513 |
0.9513 |
PP |
0.9513 |
0.9513 |
0.9513 |
0.9513 |
S1 |
0.9513 |
0.9513 |
0.9513 |
0.9513 |
S2 |
0.9513 |
0.9513 |
0.9513 |
|
S3 |
0.9513 |
0.9513 |
0.9513 |
|
S4 |
0.9513 |
0.9513 |
0.9513 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0083 |
1.0008 |
0.9629 |
|
R3 |
0.9873 |
0.9798 |
0.9571 |
|
R2 |
0.9663 |
0.9663 |
0.9552 |
|
R1 |
0.9588 |
0.9588 |
0.9532 |
0.9626 |
PP |
0.9453 |
0.9453 |
0.9453 |
0.9472 |
S1 |
0.9378 |
0.9378 |
0.9494 |
0.9416 |
S2 |
0.9243 |
0.9243 |
0.9475 |
|
S3 |
0.9033 |
0.9168 |
0.9455 |
|
S4 |
0.8823 |
0.8958 |
0.9398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9528 |
0.9318 |
0.0210 |
2.2% |
0.0031 |
0.3% |
93% |
False |
False |
15 |
10 |
0.9528 |
0.9288 |
0.0240 |
2.5% |
0.0036 |
0.4% |
94% |
False |
False |
21 |
20 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0033 |
0.3% |
48% |
False |
False |
20 |
40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0029 |
0.3% |
48% |
False |
False |
19 |
60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0027 |
0.3% |
48% |
False |
False |
19 |
80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0022 |
0.2% |
52% |
False |
False |
16 |
100 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0020 |
0.2% |
63% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9513 |
2.618 |
0.9513 |
1.618 |
0.9513 |
1.000 |
0.9513 |
0.618 |
0.9513 |
HIGH |
0.9513 |
0.618 |
0.9513 |
0.500 |
0.9513 |
0.382 |
0.9513 |
LOW |
0.9513 |
0.618 |
0.9513 |
1.000 |
0.9513 |
1.618 |
0.9513 |
2.618 |
0.9513 |
4.250 |
0.9513 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9513 |
0.9488 |
PP |
0.9513 |
0.9464 |
S1 |
0.9513 |
0.9439 |
|