CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9604 |
0.9442 |
-0.0162 |
-1.7% |
0.9550 |
| High |
0.9604 |
0.9499 |
-0.0105 |
-1.1% |
0.9600 |
| Low |
0.9462 |
0.9441 |
-0.0021 |
-0.2% |
0.9520 |
| Close |
0.9471 |
0.9471 |
0.0000 |
0.0% |
0.9608 |
| Range |
0.0142 |
0.0058 |
-0.0084 |
-59.2% |
0.0080 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
14 |
23 |
9 |
64.3% |
50 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9644 |
0.9616 |
0.9503 |
|
| R3 |
0.9586 |
0.9558 |
0.9487 |
|
| R2 |
0.9528 |
0.9528 |
0.9482 |
|
| R1 |
0.9500 |
0.9500 |
0.9476 |
0.9514 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9478 |
| S1 |
0.9442 |
0.9442 |
0.9466 |
0.9456 |
| S2 |
0.9412 |
0.9412 |
0.9460 |
|
| S3 |
0.9354 |
0.9384 |
0.9455 |
|
| S4 |
0.9296 |
0.9326 |
0.9439 |
|
|
| 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 |
0.9441 |
0.0184 |
1.9% |
0.0075 |
0.8% |
16% |
False |
True |
15 |
| 10 |
0.9625 |
0.9350 |
0.0275 |
2.9% |
0.0052 |
0.6% |
44% |
False |
False |
13 |
| 20 |
0.9625 |
0.9288 |
0.0337 |
3.6% |
0.0045 |
0.5% |
54% |
False |
False |
21 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0037 |
0.4% |
39% |
False |
False |
18 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0033 |
0.3% |
39% |
False |
False |
21 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0026 |
0.3% |
43% |
False |
False |
16 |
| 100 |
0.9755 |
0.9232 |
0.0523 |
5.5% |
0.0023 |
0.2% |
46% |
False |
False |
15 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0022 |
0.2% |
57% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9746 |
|
2.618 |
0.9651 |
|
1.618 |
0.9593 |
|
1.000 |
0.9557 |
|
0.618 |
0.9535 |
|
HIGH |
0.9499 |
|
0.618 |
0.9477 |
|
0.500 |
0.9470 |
|
0.382 |
0.9463 |
|
LOW |
0.9441 |
|
0.618 |
0.9405 |
|
1.000 |
0.9383 |
|
1.618 |
0.9347 |
|
2.618 |
0.9289 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9471 |
0.9533 |
| PP |
0.9470 |
0.9512 |
| S1 |
0.9470 |
0.9492 |
|