CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9615 |
0.0095 |
1.0% |
0.9550 |
| High |
0.9600 |
0.9625 |
0.0025 |
0.3% |
0.9600 |
| Low |
0.9520 |
0.9589 |
0.0069 |
0.7% |
0.9520 |
| Close |
0.9608 |
0.9597 |
-0.0011 |
-0.1% |
0.9608 |
| Range |
0.0080 |
0.0036 |
-0.0044 |
-55.0% |
0.0080 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
15 |
22 |
7 |
46.7% |
50 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9712 |
0.9690 |
0.9617 |
|
| R3 |
0.9676 |
0.9654 |
0.9607 |
|
| R2 |
0.9640 |
0.9640 |
0.9604 |
|
| R1 |
0.9618 |
0.9618 |
0.9600 |
0.9611 |
| PP |
0.9604 |
0.9604 |
0.9604 |
0.9600 |
| S1 |
0.9582 |
0.9582 |
0.9594 |
0.9575 |
| S2 |
0.9568 |
0.9568 |
0.9590 |
|
| S3 |
0.9532 |
0.9546 |
0.9587 |
|
| S4 |
0.9496 |
0.9510 |
0.9577 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9816 |
0.9792 |
0.9652 |
|
| R3 |
0.9736 |
0.9712 |
0.9630 |
|
| R2 |
0.9656 |
0.9656 |
0.9623 |
|
| R1 |
0.9632 |
0.9632 |
0.9615 |
0.9644 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9582 |
| S1 |
0.9552 |
0.9552 |
0.9601 |
0.9564 |
| S2 |
0.9496 |
0.9496 |
0.9593 |
|
| S3 |
0.9416 |
0.9472 |
0.9586 |
|
| S4 |
0.9336 |
0.9392 |
0.9564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9625 |
0.9520 |
0.0105 |
1.1% |
0.0046 |
0.5% |
73% |
True |
False |
14 |
| 10 |
0.9625 |
0.9318 |
0.0307 |
3.2% |
0.0039 |
0.4% |
91% |
True |
False |
14 |
| 20 |
0.9625 |
0.9288 |
0.0337 |
3.5% |
0.0039 |
0.4% |
92% |
True |
False |
21 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0033 |
0.3% |
66% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0030 |
0.3% |
66% |
False |
False |
20 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0024 |
0.2% |
68% |
False |
False |
16 |
| 100 |
0.9755 |
0.9220 |
0.0535 |
5.6% |
0.0021 |
0.2% |
70% |
False |
False |
14 |
| 120 |
0.9755 |
0.9024 |
0.0731 |
7.6% |
0.0020 |
0.2% |
78% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9778 |
|
2.618 |
0.9719 |
|
1.618 |
0.9683 |
|
1.000 |
0.9661 |
|
0.618 |
0.9647 |
|
HIGH |
0.9625 |
|
0.618 |
0.9611 |
|
0.500 |
0.9607 |
|
0.382 |
0.9603 |
|
LOW |
0.9589 |
|
0.618 |
0.9567 |
|
1.000 |
0.9553 |
|
1.618 |
0.9531 |
|
2.618 |
0.9495 |
|
4.250 |
0.9436 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9589 |
| PP |
0.9604 |
0.9581 |
| S1 |
0.9600 |
0.9573 |
|