CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9575 |
0.9537 |
-0.0038 |
-0.4% |
0.9354 |
High |
0.9579 |
0.9596 |
0.0017 |
0.2% |
0.9528 |
Low |
0.9569 |
0.9537 |
-0.0032 |
-0.3% |
0.9318 |
Close |
0.9570 |
0.9612 |
0.0042 |
0.4% |
0.9513 |
Range |
0.0010 |
0.0059 |
0.0049 |
490.0% |
0.0210 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.5% |
0.0000 |
Volume |
19 |
5 |
-14 |
-73.7% |
77 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9759 |
0.9744 |
0.9644 |
|
R3 |
0.9700 |
0.9685 |
0.9628 |
|
R2 |
0.9641 |
0.9641 |
0.9623 |
|
R1 |
0.9626 |
0.9626 |
0.9617 |
0.9634 |
PP |
0.9582 |
0.9582 |
0.9582 |
0.9585 |
S1 |
0.9567 |
0.9567 |
0.9607 |
0.9575 |
S2 |
0.9523 |
0.9523 |
0.9601 |
|
S3 |
0.9464 |
0.9508 |
0.9596 |
|
S4 |
0.9405 |
0.9449 |
0.9580 |
|
|
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 |
0.9496 |
0.0101 |
1.1% |
0.0030 |
0.3% |
115% |
False |
False |
11 |
10 |
0.9597 |
0.9288 |
0.0309 |
3.2% |
0.0040 |
0.4% |
105% |
False |
False |
15 |
20 |
0.9597 |
0.9288 |
0.0309 |
3.2% |
0.0036 |
0.4% |
105% |
False |
False |
20 |
40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0032 |
0.3% |
69% |
False |
False |
18 |
60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0028 |
0.3% |
69% |
False |
False |
20 |
80 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0024 |
0.2% |
71% |
False |
False |
16 |
100 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0021 |
0.2% |
78% |
False |
False |
14 |
120 |
0.9755 |
0.9024 |
0.0731 |
7.6% |
0.0019 |
0.2% |
80% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9847 |
2.618 |
0.9750 |
1.618 |
0.9691 |
1.000 |
0.9655 |
0.618 |
0.9632 |
HIGH |
0.9596 |
0.618 |
0.9573 |
0.500 |
0.9567 |
0.382 |
0.9560 |
LOW |
0.9537 |
0.618 |
0.9501 |
1.000 |
0.9478 |
1.618 |
0.9442 |
2.618 |
0.9383 |
4.250 |
0.9286 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9597 |
0.9597 |
PP |
0.9582 |
0.9582 |
S1 |
0.9567 |
0.9567 |
|