CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9459 |
0.9416 |
-0.0043 |
-0.5% |
0.9462 |
| High |
0.9483 |
0.9437 |
-0.0046 |
-0.5% |
0.9493 |
| Low |
0.9401 |
0.9297 |
-0.0104 |
-1.1% |
0.9338 |
| Close |
0.9419 |
0.9329 |
-0.0090 |
-1.0% |
0.9350 |
| Range |
0.0082 |
0.0140 |
0.0058 |
70.7% |
0.0155 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.2% |
0.0000 |
| Volume |
72,882 |
69,904 |
-2,978 |
-4.1% |
382,897 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9774 |
0.9692 |
0.9406 |
|
| R3 |
0.9634 |
0.9552 |
0.9368 |
|
| R2 |
0.9494 |
0.9494 |
0.9355 |
|
| R1 |
0.9412 |
0.9412 |
0.9342 |
0.9383 |
| PP |
0.9354 |
0.9354 |
0.9354 |
0.9340 |
| S1 |
0.9272 |
0.9272 |
0.9316 |
0.9243 |
| S2 |
0.9214 |
0.9214 |
0.9303 |
|
| S3 |
0.9074 |
0.9132 |
0.9291 |
|
| S4 |
0.8934 |
0.8992 |
0.9252 |
|
|
| 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 |
0.9297 |
0.0186 |
2.0% |
0.0092 |
1.0% |
17% |
False |
True |
76,609 |
| 10 |
0.9556 |
0.9297 |
0.0259 |
2.8% |
0.0096 |
1.0% |
12% |
False |
True |
77,454 |
| 20 |
0.9780 |
0.9297 |
0.0483 |
5.2% |
0.0097 |
1.0% |
7% |
False |
True |
73,868 |
| 40 |
0.9780 |
0.9297 |
0.0483 |
5.2% |
0.0101 |
1.1% |
7% |
False |
True |
62,606 |
| 60 |
0.9780 |
0.9280 |
0.0500 |
5.4% |
0.0107 |
1.1% |
10% |
False |
False |
42,048 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.2% |
0.0109 |
1.2% |
19% |
False |
False |
31,612 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0106 |
1.1% |
33% |
False |
False |
25,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0032 |
|
2.618 |
0.9804 |
|
1.618 |
0.9664 |
|
1.000 |
0.9577 |
|
0.618 |
0.9524 |
|
HIGH |
0.9437 |
|
0.618 |
0.9384 |
|
0.500 |
0.9367 |
|
0.382 |
0.9350 |
|
LOW |
0.9297 |
|
0.618 |
0.9210 |
|
1.000 |
0.9157 |
|
1.618 |
0.9070 |
|
2.618 |
0.8930 |
|
4.250 |
0.8702 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9367 |
0.9390 |
| PP |
0.9354 |
0.9370 |
| S1 |
0.9342 |
0.9349 |
|