CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9575 |
0.0025 |
0.3% |
0.9354 |
| High |
0.9597 |
0.9579 |
-0.0018 |
-0.2% |
0.9528 |
| Low |
0.9550 |
0.9569 |
0.0019 |
0.2% |
0.9318 |
| Close |
0.9567 |
0.9570 |
0.0003 |
0.0% |
0.9513 |
| Range |
0.0047 |
0.0010 |
-0.0037 |
-78.7% |
0.0210 |
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-5.7% |
0.0000 |
| Volume |
11 |
19 |
8 |
72.7% |
77 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9596 |
0.9576 |
|
| R3 |
0.9593 |
0.9586 |
0.9573 |
|
| R2 |
0.9583 |
0.9583 |
0.9572 |
|
| R1 |
0.9576 |
0.9576 |
0.9571 |
0.9575 |
| PP |
0.9573 |
0.9573 |
0.9573 |
0.9572 |
| S1 |
0.9566 |
0.9566 |
0.9569 |
0.9565 |
| S2 |
0.9563 |
0.9563 |
0.9568 |
|
| S3 |
0.9553 |
0.9556 |
0.9567 |
|
| S4 |
0.9543 |
0.9546 |
0.9565 |
|
|
| 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 |
0.9597 |
0.9350 |
0.0247 |
2.6% |
0.0030 |
0.3% |
89% |
False |
False |
11 |
| 10 |
0.9597 |
0.9288 |
0.0309 |
3.2% |
0.0034 |
0.4% |
91% |
False |
False |
15 |
| 20 |
0.9600 |
0.9288 |
0.0312 |
3.3% |
0.0036 |
0.4% |
90% |
False |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0031 |
0.3% |
60% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0027 |
0.3% |
60% |
False |
False |
20 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0023 |
0.2% |
63% |
False |
False |
16 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0020 |
0.2% |
72% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9622 |
|
2.618 |
0.9605 |
|
1.618 |
0.9595 |
|
1.000 |
0.9589 |
|
0.618 |
0.9585 |
|
HIGH |
0.9579 |
|
0.618 |
0.9575 |
|
0.500 |
0.9574 |
|
0.382 |
0.9573 |
|
LOW |
0.9569 |
|
0.618 |
0.9563 |
|
1.000 |
0.9559 |
|
1.618 |
0.9553 |
|
2.618 |
0.9543 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9565 |
| PP |
0.9573 |
0.9560 |
| S1 |
0.9571 |
0.9555 |
|