CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9615 |
0.9604 |
-0.0011 |
-0.1% |
0.9550 |
| High |
0.9625 |
0.9604 |
-0.0021 |
-0.2% |
0.9600 |
| Low |
0.9589 |
0.9462 |
-0.0127 |
-1.3% |
0.9520 |
| Close |
0.9597 |
0.9471 |
-0.0126 |
-1.3% |
0.9608 |
| Range |
0.0036 |
0.0142 |
0.0106 |
294.4% |
0.0080 |
| ATR |
0.0056 |
0.0063 |
0.0006 |
10.8% |
0.0000 |
| Volume |
22 |
14 |
-8 |
-36.4% |
50 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9938 |
0.9847 |
0.9549 |
|
| R3 |
0.9796 |
0.9705 |
0.9510 |
|
| R2 |
0.9654 |
0.9654 |
0.9497 |
|
| R1 |
0.9563 |
0.9563 |
0.9484 |
0.9538 |
| PP |
0.9512 |
0.9512 |
0.9512 |
0.9500 |
| S1 |
0.9421 |
0.9421 |
0.9458 |
0.9396 |
| S2 |
0.9370 |
0.9370 |
0.9445 |
|
| S3 |
0.9228 |
0.9279 |
0.9432 |
|
| S4 |
0.9086 |
0.9137 |
0.9393 |
|
|
| 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 |
0.9462 |
0.0163 |
1.7% |
0.0065 |
0.7% |
6% |
False |
True |
15 |
| 10 |
0.9625 |
0.9318 |
0.0307 |
3.2% |
0.0050 |
0.5% |
50% |
False |
False |
14 |
| 20 |
0.9625 |
0.9288 |
0.0337 |
3.6% |
0.0045 |
0.5% |
54% |
False |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0036 |
0.4% |
39% |
False |
False |
18 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0032 |
0.3% |
39% |
False |
False |
20 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0026 |
0.3% |
43% |
False |
False |
16 |
| 100 |
0.9755 |
0.9220 |
0.0535 |
5.6% |
0.0023 |
0.2% |
47% |
False |
False |
14 |
| 120 |
0.9755 |
0.9053 |
0.0702 |
7.4% |
0.0021 |
0.2% |
60% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0208 |
|
2.618 |
0.9976 |
|
1.618 |
0.9834 |
|
1.000 |
0.9746 |
|
0.618 |
0.9692 |
|
HIGH |
0.9604 |
|
0.618 |
0.9550 |
|
0.500 |
0.9533 |
|
0.382 |
0.9516 |
|
LOW |
0.9462 |
|
0.618 |
0.9374 |
|
1.000 |
0.9320 |
|
1.618 |
0.9232 |
|
2.618 |
0.9090 |
|
4.250 |
0.8859 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9533 |
0.9544 |
| PP |
0.9512 |
0.9519 |
| S1 |
0.9492 |
0.9495 |
|