CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9405 |
0.9484 |
0.0079 |
0.8% |
0.9615 |
| High |
0.9405 |
0.9505 |
0.0100 |
1.1% |
0.9625 |
| Low |
0.9365 |
0.9483 |
0.0118 |
1.3% |
0.9365 |
| Close |
0.9409 |
0.9504 |
0.0095 |
1.0% |
0.9504 |
| Range |
0.0040 |
0.0022 |
-0.0018 |
-45.0% |
0.0260 |
| ATR |
0.0065 |
0.0068 |
0.0002 |
3.4% |
0.0000 |
| Volume |
7 |
58 |
51 |
728.6% |
124 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9556 |
0.9516 |
|
| R3 |
0.9541 |
0.9534 |
0.9510 |
|
| R2 |
0.9519 |
0.9519 |
0.9508 |
|
| R1 |
0.9512 |
0.9512 |
0.9506 |
0.9516 |
| PP |
0.9497 |
0.9497 |
0.9497 |
0.9499 |
| S1 |
0.9490 |
0.9490 |
0.9502 |
0.9494 |
| S2 |
0.9475 |
0.9475 |
0.9500 |
|
| S3 |
0.9453 |
0.9468 |
0.9498 |
|
| S4 |
0.9431 |
0.9446 |
0.9492 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0151 |
0.9647 |
|
| R3 |
1.0018 |
0.9891 |
0.9576 |
|
| R2 |
0.9758 |
0.9758 |
0.9552 |
|
| R1 |
0.9631 |
0.9631 |
0.9528 |
0.9565 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9465 |
| S1 |
0.9371 |
0.9371 |
0.9480 |
0.9305 |
| S2 |
0.9238 |
0.9238 |
0.9456 |
|
| S3 |
0.8978 |
0.9111 |
0.9433 |
|
| S4 |
0.8718 |
0.8851 |
0.9361 |
|
|
| 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 |
2.7% |
0.0060 |
0.6% |
53% |
False |
False |
24 |
| 10 |
0.9625 |
0.9365 |
0.0260 |
2.7% |
0.0049 |
0.5% |
53% |
False |
False |
18 |
| 20 |
0.9625 |
0.9288 |
0.0337 |
3.5% |
0.0045 |
0.5% |
64% |
False |
False |
19 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0037 |
0.4% |
46% |
False |
False |
20 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0030 |
0.3% |
46% |
False |
False |
21 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0026 |
0.3% |
50% |
False |
False |
17 |
| 100 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0024 |
0.3% |
50% |
False |
False |
15 |
| 120 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0022 |
0.2% |
62% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9599 |
|
2.618 |
0.9563 |
|
1.618 |
0.9541 |
|
1.000 |
0.9527 |
|
0.618 |
0.9519 |
|
HIGH |
0.9505 |
|
0.618 |
0.9497 |
|
0.500 |
0.9494 |
|
0.382 |
0.9491 |
|
LOW |
0.9483 |
|
0.618 |
0.9469 |
|
1.000 |
0.9461 |
|
1.618 |
0.9447 |
|
2.618 |
0.9425 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9501 |
0.9481 |
| PP |
0.9497 |
0.9458 |
| S1 |
0.9494 |
0.9435 |
|