CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9290 |
0.9375 |
0.0085 |
0.9% |
0.9351 |
| High |
0.9394 |
0.9436 |
0.0042 |
0.4% |
0.9483 |
| Low |
0.9290 |
0.9337 |
0.0047 |
0.5% |
0.9274 |
| Close |
0.9355 |
0.9420 |
0.0065 |
0.7% |
0.9318 |
| Range |
0.0104 |
0.0099 |
-0.0005 |
-4.8% |
0.0209 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
54,753 |
95,581 |
40,828 |
74.6% |
401,736 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9656 |
0.9474 |
|
| R3 |
0.9596 |
0.9557 |
0.9447 |
|
| R2 |
0.9497 |
0.9497 |
0.9438 |
|
| R1 |
0.9458 |
0.9458 |
0.9429 |
0.9478 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9407 |
| S1 |
0.9359 |
0.9359 |
0.9411 |
0.9379 |
| S2 |
0.9299 |
0.9299 |
0.9402 |
|
| S3 |
0.9200 |
0.9260 |
0.9393 |
|
| S4 |
0.9101 |
0.9161 |
0.9366 |
|
|
| 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 |
0.9437 |
0.9274 |
0.0163 |
1.7% |
0.0110 |
1.2% |
90% |
False |
False |
89,273 |
| 10 |
0.9483 |
0.9274 |
0.0209 |
2.2% |
0.0097 |
1.0% |
70% |
False |
False |
83,157 |
| 20 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0100 |
1.1% |
29% |
False |
False |
79,614 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0097 |
1.0% |
29% |
False |
False |
69,882 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0106 |
1.1% |
29% |
False |
False |
48,308 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0110 |
1.2% |
35% |
False |
False |
36,309 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0107 |
1.1% |
46% |
False |
False |
29,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9857 |
|
2.618 |
0.9695 |
|
1.618 |
0.9596 |
|
1.000 |
0.9535 |
|
0.618 |
0.9497 |
|
HIGH |
0.9436 |
|
0.618 |
0.9398 |
|
0.500 |
0.9387 |
|
0.382 |
0.9375 |
|
LOW |
0.9337 |
|
0.618 |
0.9276 |
|
1.000 |
0.9238 |
|
1.618 |
0.9177 |
|
2.618 |
0.9078 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9409 |
0.9401 |
| PP |
0.9398 |
0.9382 |
| S1 |
0.9387 |
0.9363 |
|