CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9341 |
0.9290 |
-0.0051 |
-0.5% |
0.9351 |
| High |
0.9383 |
0.9394 |
0.0011 |
0.1% |
0.9483 |
| Low |
0.9295 |
0.9290 |
-0.0005 |
-0.1% |
0.9274 |
| Close |
0.9318 |
0.9355 |
0.0037 |
0.4% |
0.9318 |
| Range |
0.0088 |
0.0104 |
0.0016 |
18.2% |
0.0209 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.3% |
0.0000 |
| Volume |
125,043 |
54,753 |
-70,290 |
-56.2% |
401,736 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9658 |
0.9611 |
0.9412 |
|
| R3 |
0.9554 |
0.9507 |
0.9384 |
|
| R2 |
0.9450 |
0.9450 |
0.9374 |
|
| R1 |
0.9403 |
0.9403 |
0.9365 |
0.9427 |
| PP |
0.9346 |
0.9346 |
0.9346 |
0.9358 |
| S1 |
0.9299 |
0.9299 |
0.9345 |
0.9323 |
| S2 |
0.9242 |
0.9242 |
0.9336 |
|
| S3 |
0.9138 |
0.9195 |
0.9326 |
|
| S4 |
0.9034 |
0.9091 |
0.9298 |
|
|
| 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% |
0.0107 |
1.1% |
39% |
False |
False |
84,734 |
| 10 |
0.9483 |
0.9274 |
0.0209 |
2.2% |
0.0094 |
1.0% |
39% |
False |
False |
81,232 |
| 20 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0100 |
1.1% |
16% |
False |
False |
77,511 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0097 |
1.0% |
16% |
False |
False |
68,473 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0105 |
1.1% |
16% |
False |
False |
46,719 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0109 |
1.2% |
24% |
False |
False |
35,116 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0107 |
1.1% |
37% |
False |
False |
28,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9836 |
|
2.618 |
0.9666 |
|
1.618 |
0.9562 |
|
1.000 |
0.9498 |
|
0.618 |
0.9458 |
|
HIGH |
0.9394 |
|
0.618 |
0.9354 |
|
0.500 |
0.9342 |
|
0.382 |
0.9330 |
|
LOW |
0.9290 |
|
0.618 |
0.9226 |
|
1.000 |
0.9186 |
|
1.618 |
0.9122 |
|
2.618 |
0.9018 |
|
4.250 |
0.8848 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9351 |
0.9348 |
| PP |
0.9346 |
0.9341 |
| S1 |
0.9342 |
0.9334 |
|