CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9322 |
0.9341 |
0.0019 |
0.2% |
0.9351 |
| High |
0.9394 |
0.9383 |
-0.0011 |
-0.1% |
0.9483 |
| Low |
0.9274 |
0.9295 |
0.0021 |
0.2% |
0.9274 |
| Close |
0.9318 |
0.9318 |
0.0000 |
0.0% |
0.9318 |
| Range |
0.0120 |
0.0088 |
-0.0032 |
-26.7% |
0.0209 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
101,088 |
125,043 |
23,955 |
23.7% |
401,736 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9545 |
0.9366 |
|
| R3 |
0.9508 |
0.9457 |
0.9342 |
|
| R2 |
0.9420 |
0.9420 |
0.9334 |
|
| R1 |
0.9369 |
0.9369 |
0.9326 |
0.9351 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9323 |
| S1 |
0.9281 |
0.9281 |
0.9310 |
0.9263 |
| S2 |
0.9244 |
0.9244 |
0.9302 |
|
| S3 |
0.9156 |
0.9193 |
0.9294 |
|
| S4 |
0.9068 |
0.9105 |
0.9270 |
|
|
| 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% |
0.0100 |
1.1% |
21% |
False |
False |
88,395 |
| 10 |
0.9483 |
0.9274 |
0.0209 |
2.2% |
0.0097 |
1.0% |
21% |
False |
False |
81,997 |
| 20 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0099 |
1.1% |
9% |
False |
False |
78,807 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0098 |
1.1% |
9% |
False |
False |
67,639 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0105 |
1.1% |
9% |
False |
False |
45,809 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.2% |
0.0109 |
1.2% |
18% |
False |
False |
34,433 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0106 |
1.1% |
32% |
False |
False |
27,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9757 |
|
2.618 |
0.9613 |
|
1.618 |
0.9525 |
|
1.000 |
0.9471 |
|
0.618 |
0.9437 |
|
HIGH |
0.9383 |
|
0.618 |
0.9349 |
|
0.500 |
0.9339 |
|
0.382 |
0.9329 |
|
LOW |
0.9295 |
|
0.618 |
0.9241 |
|
1.000 |
0.9207 |
|
1.618 |
0.9153 |
|
2.618 |
0.9065 |
|
4.250 |
0.8921 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9339 |
0.9356 |
| PP |
0.9332 |
0.9343 |
| S1 |
0.9325 |
0.9331 |
|