CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9410 |
0.9518 |
0.0108 |
1.1% |
0.9341 |
| High |
0.9542 |
0.9534 |
-0.0008 |
-0.1% |
0.9542 |
| Low |
0.9408 |
0.9452 |
0.0044 |
0.5% |
0.9290 |
| Close |
0.9526 |
0.9516 |
-0.0010 |
-0.1% |
0.9516 |
| Range |
0.0134 |
0.0082 |
-0.0052 |
-38.8% |
0.0252 |
| ATR |
0.0103 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
81,355 |
107,134 |
25,779 |
31.7% |
463,866 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9713 |
0.9561 |
|
| R3 |
0.9665 |
0.9631 |
0.9539 |
|
| R2 |
0.9583 |
0.9583 |
0.9531 |
|
| R1 |
0.9549 |
0.9549 |
0.9524 |
0.9525 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9489 |
| S1 |
0.9467 |
0.9467 |
0.9508 |
0.9443 |
| S2 |
0.9419 |
0.9419 |
0.9501 |
|
| S3 |
0.9337 |
0.9385 |
0.9493 |
|
| S4 |
0.9255 |
0.9303 |
0.9471 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0113 |
0.9655 |
|
| R3 |
0.9953 |
0.9861 |
0.9585 |
|
| R2 |
0.9701 |
0.9701 |
0.9562 |
|
| R1 |
0.9609 |
0.9609 |
0.9539 |
0.9655 |
| PP |
0.9449 |
0.9449 |
0.9449 |
0.9473 |
| S1 |
0.9357 |
0.9357 |
0.9493 |
0.9403 |
| S2 |
0.9197 |
0.9197 |
0.9470 |
|
| S3 |
0.8945 |
0.9105 |
0.9447 |
|
| S4 |
0.8693 |
0.8853 |
0.9377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9542 |
0.9290 |
0.0252 |
2.6% |
0.0101 |
1.1% |
90% |
False |
False |
92,773 |
| 10 |
0.9542 |
0.9274 |
0.0268 |
2.8% |
0.0102 |
1.1% |
90% |
False |
False |
86,560 |
| 20 |
0.9778 |
0.9274 |
0.0504 |
5.3% |
0.0101 |
1.1% |
48% |
False |
False |
81,774 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0097 |
1.0% |
48% |
False |
False |
70,612 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0106 |
1.1% |
48% |
False |
False |
51,443 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0109 |
1.1% |
53% |
False |
False |
38,652 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0108 |
1.1% |
60% |
False |
False |
30,950 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0099 |
1.0% |
65% |
False |
False |
25,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9883 |
|
2.618 |
0.9749 |
|
1.618 |
0.9667 |
|
1.000 |
0.9616 |
|
0.618 |
0.9585 |
|
HIGH |
0.9534 |
|
0.618 |
0.9503 |
|
0.500 |
0.9493 |
|
0.382 |
0.9483 |
|
LOW |
0.9452 |
|
0.618 |
0.9401 |
|
1.000 |
0.9370 |
|
1.618 |
0.9319 |
|
2.618 |
0.9237 |
|
4.250 |
0.9104 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9508 |
0.9491 |
| PP |
0.9501 |
0.9465 |
| S1 |
0.9493 |
0.9440 |
|