CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9425 |
0.9459 |
0.0034 |
0.4% |
0.9462 |
| High |
0.9464 |
0.9483 |
0.0019 |
0.2% |
0.9493 |
| Low |
0.9396 |
0.9401 |
0.0005 |
0.1% |
0.9338 |
| Close |
0.9438 |
0.9419 |
-0.0019 |
-0.2% |
0.9350 |
| Range |
0.0068 |
0.0082 |
0.0014 |
20.6% |
0.0155 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
73,059 |
72,882 |
-177 |
-0.2% |
382,897 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9632 |
0.9464 |
|
| R3 |
0.9598 |
0.9550 |
0.9442 |
|
| R2 |
0.9516 |
0.9516 |
0.9434 |
|
| R1 |
0.9468 |
0.9468 |
0.9427 |
0.9451 |
| PP |
0.9434 |
0.9434 |
0.9434 |
0.9426 |
| S1 |
0.9386 |
0.9386 |
0.9411 |
0.9369 |
| S2 |
0.9352 |
0.9352 |
0.9404 |
|
| S3 |
0.9270 |
0.9304 |
0.9396 |
|
| S4 |
0.9188 |
0.9222 |
0.9374 |
|
|
| 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 |
0.9483 |
0.9326 |
0.0157 |
1.7% |
0.0084 |
0.9% |
59% |
True |
False |
77,041 |
| 10 |
0.9579 |
0.9326 |
0.0253 |
2.7% |
0.0090 |
1.0% |
37% |
False |
False |
80,694 |
| 20 |
0.9780 |
0.9326 |
0.0454 |
4.8% |
0.0095 |
1.0% |
20% |
False |
False |
73,278 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0101 |
1.1% |
24% |
False |
False |
60,903 |
| 60 |
0.9780 |
0.9280 |
0.0500 |
5.3% |
0.0105 |
1.1% |
28% |
False |
False |
40,887 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0109 |
1.2% |
35% |
False |
False |
30,739 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0105 |
1.1% |
46% |
False |
False |
24,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9698 |
|
1.618 |
0.9616 |
|
1.000 |
0.9565 |
|
0.618 |
0.9534 |
|
HIGH |
0.9483 |
|
0.618 |
0.9452 |
|
0.500 |
0.9442 |
|
0.382 |
0.9432 |
|
LOW |
0.9401 |
|
0.618 |
0.9350 |
|
1.000 |
0.9319 |
|
1.618 |
0.9268 |
|
2.618 |
0.9186 |
|
4.250 |
0.9053 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9442 |
0.9414 |
| PP |
0.9434 |
0.9409 |
| S1 |
0.9427 |
0.9405 |
|