CME Canadian Dollar Future December 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 |
0.9404 |
0.9475 |
0.0071 |
0.8% |
0.9584 |
| High |
0.9404 |
0.9486 |
0.0082 |
0.9% |
0.9584 |
| Low |
0.9363 |
0.9475 |
0.0112 |
1.2% |
0.9363 |
| Close |
0.9401 |
0.9496 |
0.0095 |
1.0% |
0.9496 |
| Range |
0.0041 |
0.0011 |
-0.0030 |
-73.2% |
0.0221 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.5% |
0.0000 |
| Volume |
11 |
91 |
80 |
727.3% |
163 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9518 |
0.9502 |
|
| R3 |
0.9508 |
0.9507 |
0.9499 |
|
| R2 |
0.9497 |
0.9497 |
0.9498 |
|
| R1 |
0.9496 |
0.9496 |
0.9497 |
0.9497 |
| PP |
0.9486 |
0.9486 |
0.9486 |
0.9486 |
| S1 |
0.9485 |
0.9485 |
0.9495 |
0.9486 |
| S2 |
0.9475 |
0.9475 |
0.9494 |
|
| S3 |
0.9464 |
0.9474 |
0.9493 |
|
| S4 |
0.9453 |
0.9463 |
0.9490 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0041 |
0.9618 |
|
| R3 |
0.9923 |
0.9820 |
0.9557 |
|
| R2 |
0.9702 |
0.9702 |
0.9537 |
|
| R1 |
0.9599 |
0.9599 |
0.9516 |
0.9540 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9452 |
| S1 |
0.9378 |
0.9378 |
0.9476 |
0.9319 |
| S2 |
0.9260 |
0.9260 |
0.9455 |
|
| S3 |
0.9039 |
0.9157 |
0.9435 |
|
| S4 |
0.8818 |
0.8936 |
0.9374 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9533 |
|
2.618 |
0.9515 |
|
1.618 |
0.9504 |
|
1.000 |
0.9497 |
|
0.618 |
0.9493 |
|
HIGH |
0.9486 |
|
0.618 |
0.9482 |
|
0.500 |
0.9481 |
|
0.382 |
0.9479 |
|
LOW |
0.9475 |
|
0.618 |
0.9468 |
|
1.000 |
0.9464 |
|
1.618 |
0.9457 |
|
2.618 |
0.9446 |
|
4.250 |
0.9428 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9491 |
0.9472 |
| PP |
0.9486 |
0.9448 |
| S1 |
0.9481 |
0.9425 |
|