CME Canadian Dollar Future December 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 |
0.9464 |
0.9404 |
-0.0060 |
-0.6% |
0.9485 |
| High |
0.9464 |
0.9404 |
-0.0060 |
-0.6% |
0.9606 |
| Low |
0.9464 |
0.9363 |
-0.0101 |
-1.1% |
0.9485 |
| Close |
0.9464 |
0.9401 |
-0.0063 |
-0.7% |
0.9602 |
| Range |
0.0000 |
0.0041 |
0.0041 |
|
0.0121 |
| ATR |
0.0037 |
0.0042 |
0.0005 |
12.4% |
0.0000 |
| Volume |
19 |
11 |
-8 |
-42.1% |
56 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9498 |
0.9424 |
|
| R3 |
0.9471 |
0.9457 |
0.9412 |
|
| R2 |
0.9430 |
0.9430 |
0.9409 |
|
| R1 |
0.9416 |
0.9416 |
0.9405 |
0.9403 |
| PP |
0.9389 |
0.9389 |
0.9389 |
0.9383 |
| S1 |
0.9375 |
0.9375 |
0.9397 |
0.9362 |
| S2 |
0.9348 |
0.9348 |
0.9393 |
|
| S3 |
0.9307 |
0.9334 |
0.9390 |
|
| S4 |
0.9266 |
0.9293 |
0.9378 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9886 |
0.9669 |
|
| R3 |
0.9806 |
0.9765 |
0.9635 |
|
| R2 |
0.9685 |
0.9685 |
0.9624 |
|
| R1 |
0.9644 |
0.9644 |
0.9613 |
0.9665 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9575 |
| S1 |
0.9523 |
0.9523 |
0.9591 |
0.9544 |
| S2 |
0.9443 |
0.9443 |
0.9580 |
|
| S3 |
0.9322 |
0.9402 |
0.9569 |
|
| S4 |
0.9201 |
0.9281 |
0.9535 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9511 |
|
1.618 |
0.9470 |
|
1.000 |
0.9445 |
|
0.618 |
0.9429 |
|
HIGH |
0.9404 |
|
0.618 |
0.9388 |
|
0.500 |
0.9384 |
|
0.382 |
0.9379 |
|
LOW |
0.9363 |
|
0.618 |
0.9338 |
|
1.000 |
0.9322 |
|
1.618 |
0.9297 |
|
2.618 |
0.9256 |
|
4.250 |
0.9189 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9395 |
0.9430 |
| PP |
0.9389 |
0.9420 |
| S1 |
0.9384 |
0.9411 |
|