CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9375 |
0.9351 |
-0.0024 |
-0.3% |
0.9462 |
| High |
0.9412 |
0.9424 |
0.0012 |
0.1% |
0.9493 |
| Low |
0.9338 |
0.9326 |
-0.0012 |
-0.1% |
0.9338 |
| Close |
0.9350 |
0.9403 |
0.0053 |
0.6% |
0.9350 |
| Range |
0.0074 |
0.0098 |
0.0024 |
32.4% |
0.0155 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
82,397 |
84,803 |
2,406 |
2.9% |
382,897 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9639 |
0.9457 |
|
| R3 |
0.9580 |
0.9541 |
0.9430 |
|
| R2 |
0.9482 |
0.9482 |
0.9421 |
|
| R1 |
0.9443 |
0.9443 |
0.9412 |
0.9463 |
| PP |
0.9384 |
0.9384 |
0.9384 |
0.9394 |
| S1 |
0.9345 |
0.9345 |
0.9394 |
0.9365 |
| S2 |
0.9286 |
0.9286 |
0.9385 |
|
| S3 |
0.9188 |
0.9247 |
0.9376 |
|
| S4 |
0.9090 |
0.9149 |
0.9349 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9859 |
0.9759 |
0.9435 |
|
| R3 |
0.9704 |
0.9604 |
0.9393 |
|
| R2 |
0.9549 |
0.9549 |
0.9378 |
|
| R1 |
0.9449 |
0.9449 |
0.9364 |
0.9422 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9380 |
| S1 |
0.9294 |
0.9294 |
0.9336 |
0.9267 |
| S2 |
0.9239 |
0.9239 |
0.9322 |
|
| S3 |
0.9084 |
0.9139 |
0.9307 |
|
| S4 |
0.8929 |
0.8984 |
0.9265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9482 |
0.9326 |
0.0156 |
1.7% |
0.0094 |
1.0% |
49% |
False |
True |
75,600 |
| 10 |
0.9758 |
0.9326 |
0.0432 |
4.6% |
0.0101 |
1.1% |
18% |
False |
True |
79,072 |
| 20 |
0.9780 |
0.9326 |
0.0454 |
4.8% |
0.0099 |
1.1% |
17% |
False |
True |
70,858 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0102 |
1.1% |
21% |
False |
False |
57,394 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0107 |
1.1% |
33% |
False |
False |
38,462 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0109 |
1.2% |
32% |
False |
False |
28,917 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0105 |
1.1% |
44% |
False |
False |
23,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9841 |
|
2.618 |
0.9681 |
|
1.618 |
0.9583 |
|
1.000 |
0.9522 |
|
0.618 |
0.9485 |
|
HIGH |
0.9424 |
|
0.618 |
0.9387 |
|
0.500 |
0.9375 |
|
0.382 |
0.9363 |
|
LOW |
0.9326 |
|
0.618 |
0.9265 |
|
1.000 |
0.9228 |
|
1.618 |
0.9167 |
|
2.618 |
0.9069 |
|
4.250 |
0.8910 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9394 |
0.9402 |
| PP |
0.9384 |
0.9400 |
| S1 |
0.9375 |
0.9399 |
|