CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9442 |
0.9405 |
-0.0037 |
-0.4% |
0.9550 |
| High |
0.9499 |
0.9405 |
-0.0094 |
-1.0% |
0.9600 |
| Low |
0.9441 |
0.9365 |
-0.0076 |
-0.8% |
0.9520 |
| Close |
0.9471 |
0.9409 |
-0.0062 |
-0.7% |
0.9608 |
| Range |
0.0058 |
0.0040 |
-0.0018 |
-31.0% |
0.0080 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.0% |
0.0000 |
| Volume |
23 |
7 |
-16 |
-69.6% |
50 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9513 |
0.9501 |
0.9431 |
|
| R3 |
0.9473 |
0.9461 |
0.9420 |
|
| R2 |
0.9433 |
0.9433 |
0.9416 |
|
| R1 |
0.9421 |
0.9421 |
0.9413 |
0.9427 |
| PP |
0.9393 |
0.9393 |
0.9393 |
0.9396 |
| S1 |
0.9381 |
0.9381 |
0.9405 |
0.9387 |
| S2 |
0.9353 |
0.9353 |
0.9402 |
|
| S3 |
0.9313 |
0.9341 |
0.9398 |
|
| S4 |
0.9273 |
0.9301 |
0.9387 |
|
|
| 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 |
0.9365 |
0.0260 |
2.8% |
0.0071 |
0.8% |
17% |
False |
True |
16 |
| 10 |
0.9625 |
0.9365 |
0.0260 |
2.8% |
0.0050 |
0.5% |
17% |
False |
True |
13 |
| 20 |
0.9625 |
0.9288 |
0.0337 |
3.6% |
0.0045 |
0.5% |
36% |
False |
False |
19 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0038 |
0.4% |
26% |
False |
False |
18 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
5.0% |
0.0030 |
0.3% |
26% |
False |
False |
21 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0026 |
0.3% |
31% |
False |
False |
16 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0024 |
0.3% |
31% |
False |
False |
15 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0022 |
0.2% |
47% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9575 |
|
2.618 |
0.9510 |
|
1.618 |
0.9470 |
|
1.000 |
0.9445 |
|
0.618 |
0.9430 |
|
HIGH |
0.9405 |
|
0.618 |
0.9390 |
|
0.500 |
0.9385 |
|
0.382 |
0.9380 |
|
LOW |
0.9365 |
|
0.618 |
0.9340 |
|
1.000 |
0.9325 |
|
1.618 |
0.9300 |
|
2.618 |
0.9260 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9485 |
| PP |
0.9393 |
0.9459 |
| S1 |
0.9385 |
0.9434 |
|