CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9416 |
0.9322 |
-0.0094 |
-1.0% |
0.9351 |
| High |
0.9437 |
0.9394 |
-0.0043 |
-0.5% |
0.9483 |
| Low |
0.9297 |
0.9274 |
-0.0023 |
-0.2% |
0.9274 |
| Close |
0.9329 |
0.9318 |
-0.0011 |
-0.1% |
0.9318 |
| Range |
0.0140 |
0.0120 |
-0.0020 |
-14.3% |
0.0209 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.5% |
0.0000 |
| Volume |
69,904 |
101,088 |
31,184 |
44.6% |
401,736 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9689 |
0.9623 |
0.9384 |
|
| R3 |
0.9569 |
0.9503 |
0.9351 |
|
| R2 |
0.9449 |
0.9449 |
0.9340 |
|
| R1 |
0.9383 |
0.9383 |
0.9329 |
0.9356 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9315 |
| S1 |
0.9263 |
0.9263 |
0.9307 |
0.9236 |
| S2 |
0.9209 |
0.9209 |
0.9296 |
|
| S3 |
0.9089 |
0.9143 |
0.9285 |
|
| S4 |
0.8969 |
0.9023 |
0.9252 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9861 |
0.9433 |
|
| R3 |
0.9776 |
0.9652 |
0.9375 |
|
| R2 |
0.9567 |
0.9567 |
0.9356 |
|
| R1 |
0.9443 |
0.9443 |
0.9337 |
0.9401 |
| PP |
0.9358 |
0.9358 |
0.9358 |
0.9337 |
| S1 |
0.9234 |
0.9234 |
0.9299 |
0.9192 |
| S2 |
0.9149 |
0.9149 |
0.9280 |
|
| S3 |
0.8940 |
0.9025 |
0.9261 |
|
| S4 |
0.8731 |
0.8816 |
0.9203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9483 |
0.9274 |
0.0209 |
2.2% |
0.0102 |
1.1% |
21% |
False |
True |
80,347 |
| 10 |
0.9493 |
0.9274 |
0.0219 |
2.4% |
0.0095 |
1.0% |
20% |
False |
True |
78,463 |
| 20 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0100 |
1.1% |
9% |
False |
True |
75,732 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0100 |
1.1% |
9% |
False |
True |
64,938 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0107 |
1.1% |
9% |
False |
True |
43,729 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.2% |
0.0110 |
1.2% |
18% |
False |
False |
32,873 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0106 |
1.1% |
32% |
False |
False |
26,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9904 |
|
2.618 |
0.9708 |
|
1.618 |
0.9588 |
|
1.000 |
0.9514 |
|
0.618 |
0.9468 |
|
HIGH |
0.9394 |
|
0.618 |
0.9348 |
|
0.500 |
0.9334 |
|
0.382 |
0.9320 |
|
LOW |
0.9274 |
|
0.618 |
0.9200 |
|
1.000 |
0.9154 |
|
1.618 |
0.9080 |
|
2.618 |
0.8960 |
|
4.250 |
0.8764 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9334 |
0.9379 |
| PP |
0.9329 |
0.9358 |
| S1 |
0.9323 |
0.9338 |
|