CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9375 |
0.9410 |
0.0035 |
0.4% |
0.9351 |
| High |
0.9436 |
0.9542 |
0.0106 |
1.1% |
0.9483 |
| Low |
0.9337 |
0.9408 |
0.0071 |
0.8% |
0.9274 |
| Close |
0.9420 |
0.9526 |
0.0106 |
1.1% |
0.9318 |
| Range |
0.0099 |
0.0134 |
0.0035 |
35.4% |
0.0209 |
| ATR |
0.0100 |
0.0103 |
0.0002 |
2.4% |
0.0000 |
| Volume |
95,581 |
81,355 |
-14,226 |
-14.9% |
401,736 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9894 |
0.9844 |
0.9600 |
|
| R3 |
0.9760 |
0.9710 |
0.9563 |
|
| R2 |
0.9626 |
0.9626 |
0.9551 |
|
| R1 |
0.9576 |
0.9576 |
0.9538 |
0.9601 |
| PP |
0.9492 |
0.9492 |
0.9492 |
0.9505 |
| S1 |
0.9442 |
0.9442 |
0.9514 |
0.9467 |
| S2 |
0.9358 |
0.9358 |
0.9501 |
|
| S3 |
0.9224 |
0.9308 |
0.9489 |
|
| S4 |
0.9090 |
0.9174 |
0.9452 |
|
|
| 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 |
0.9542 |
0.9274 |
0.0268 |
2.8% |
0.0109 |
1.1% |
94% |
True |
False |
91,564 |
| 10 |
0.9542 |
0.9274 |
0.0268 |
2.8% |
0.0101 |
1.1% |
94% |
True |
False |
84,086 |
| 20 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0101 |
1.1% |
50% |
False |
False |
80,198 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0097 |
1.0% |
50% |
False |
False |
70,185 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0106 |
1.1% |
50% |
False |
False |
49,660 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0110 |
1.2% |
55% |
False |
False |
37,322 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0108 |
1.1% |
62% |
False |
False |
29,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0112 |
|
2.618 |
0.9893 |
|
1.618 |
0.9759 |
|
1.000 |
0.9676 |
|
0.618 |
0.9625 |
|
HIGH |
0.9542 |
|
0.618 |
0.9491 |
|
0.500 |
0.9475 |
|
0.382 |
0.9459 |
|
LOW |
0.9408 |
|
0.618 |
0.9325 |
|
1.000 |
0.9274 |
|
1.618 |
0.9191 |
|
2.618 |
0.9057 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9489 |
| PP |
0.9492 |
0.9453 |
| S1 |
0.9475 |
0.9416 |
|