CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9351 |
0.9425 |
0.0074 |
0.8% |
0.9462 |
| High |
0.9424 |
0.9464 |
0.0040 |
0.4% |
0.9493 |
| Low |
0.9326 |
0.9396 |
0.0070 |
0.8% |
0.9338 |
| Close |
0.9403 |
0.9438 |
0.0035 |
0.4% |
0.9350 |
| Range |
0.0098 |
0.0068 |
-0.0030 |
-30.6% |
0.0155 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
84,803 |
73,059 |
-11,744 |
-13.8% |
382,897 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9605 |
0.9475 |
|
| R3 |
0.9569 |
0.9537 |
0.9457 |
|
| R2 |
0.9501 |
0.9501 |
0.9450 |
|
| R1 |
0.9469 |
0.9469 |
0.9444 |
0.9485 |
| PP |
0.9433 |
0.9433 |
0.9433 |
0.9441 |
| S1 |
0.9401 |
0.9401 |
0.9432 |
0.9417 |
| S2 |
0.9365 |
0.9365 |
0.9426 |
|
| S3 |
0.9297 |
0.9333 |
0.9419 |
|
| S4 |
0.9229 |
0.9265 |
0.9401 |
|
|
| 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 |
0.9471 |
0.9326 |
0.0145 |
1.5% |
0.0082 |
0.9% |
77% |
False |
False |
77,731 |
| 10 |
0.9698 |
0.9326 |
0.0372 |
3.9% |
0.0098 |
1.0% |
30% |
False |
False |
80,316 |
| 20 |
0.9780 |
0.9326 |
0.0454 |
4.8% |
0.0095 |
1.0% |
25% |
False |
False |
72,897 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0101 |
1.1% |
28% |
False |
False |
59,152 |
| 60 |
0.9780 |
0.9280 |
0.0500 |
5.3% |
0.0105 |
1.1% |
32% |
False |
False |
39,675 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0108 |
1.1% |
38% |
False |
False |
29,830 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0105 |
1.1% |
49% |
False |
False |
23,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9753 |
|
2.618 |
0.9642 |
|
1.618 |
0.9574 |
|
1.000 |
0.9532 |
|
0.618 |
0.9506 |
|
HIGH |
0.9464 |
|
0.618 |
0.9438 |
|
0.500 |
0.9430 |
|
0.382 |
0.9422 |
|
LOW |
0.9396 |
|
0.618 |
0.9354 |
|
1.000 |
0.9328 |
|
1.618 |
0.9286 |
|
2.618 |
0.9218 |
|
4.250 |
0.9107 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9435 |
0.9424 |
| PP |
0.9433 |
0.9409 |
| S1 |
0.9430 |
0.9395 |
|