CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9497 |
-0.0087 |
-0.9% |
0.9485 |
| High |
0.9584 |
0.9497 |
-0.0087 |
-0.9% |
0.9606 |
| Low |
0.9584 |
0.9445 |
-0.0139 |
-1.5% |
0.9485 |
| Close |
0.9591 |
0.9464 |
-0.0127 |
-1.3% |
0.9602 |
| Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0121 |
| ATR |
0.0000 |
0.0040 |
0.0040 |
|
0.0000 |
| Volume |
33 |
9 |
-24 |
-72.7% |
56 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9596 |
0.9493 |
|
| R3 |
0.9573 |
0.9544 |
0.9478 |
|
| R2 |
0.9521 |
0.9521 |
0.9474 |
|
| R1 |
0.9492 |
0.9492 |
0.9469 |
0.9481 |
| PP |
0.9469 |
0.9469 |
0.9469 |
0.9463 |
| S1 |
0.9440 |
0.9440 |
0.9459 |
0.9429 |
| S2 |
0.9417 |
0.9417 |
0.9454 |
|
| S3 |
0.9365 |
0.9388 |
0.9450 |
|
| S4 |
0.9313 |
0.9336 |
0.9435 |
|
|
| 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 |
0.9718 |
|
2.618 |
0.9633 |
|
1.618 |
0.9581 |
|
1.000 |
0.9549 |
|
0.618 |
0.9529 |
|
HIGH |
0.9497 |
|
0.618 |
0.9477 |
|
0.500 |
0.9471 |
|
0.382 |
0.9465 |
|
LOW |
0.9445 |
|
0.618 |
0.9413 |
|
1.000 |
0.9393 |
|
1.618 |
0.9361 |
|
2.618 |
0.9309 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9471 |
0.9521 |
| PP |
0.9469 |
0.9502 |
| S1 |
0.9466 |
0.9483 |
|