CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9556 |
0.9522 |
-0.0034 |
-0.4% |
0.9512 |
| High |
0.9619 |
0.9627 |
0.0008 |
0.1% |
0.9627 |
| Low |
0.9523 |
0.9496 |
-0.0027 |
-0.3% |
0.9494 |
| Close |
0.9615 |
0.9611 |
-0.0004 |
0.0% |
0.9611 |
| Range |
0.0096 |
0.0131 |
0.0035 |
36.5% |
0.0133 |
| ATR |
0.0098 |
0.0101 |
0.0002 |
2.4% |
0.0000 |
| Volume |
57,745 |
75,457 |
17,712 |
30.7% |
290,599 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9922 |
0.9683 |
|
| R3 |
0.9840 |
0.9791 |
0.9647 |
|
| R2 |
0.9709 |
0.9709 |
0.9635 |
|
| R1 |
0.9660 |
0.9660 |
0.9623 |
0.9685 |
| PP |
0.9578 |
0.9578 |
0.9578 |
0.9590 |
| S1 |
0.9529 |
0.9529 |
0.9599 |
0.9554 |
| S2 |
0.9447 |
0.9447 |
0.9587 |
|
| S3 |
0.9316 |
0.9398 |
0.9575 |
|
| S4 |
0.9185 |
0.9267 |
0.9539 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9976 |
0.9927 |
0.9684 |
|
| R3 |
0.9843 |
0.9794 |
0.9648 |
|
| R2 |
0.9710 |
0.9710 |
0.9635 |
|
| R1 |
0.9661 |
0.9661 |
0.9623 |
0.9686 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9590 |
| S1 |
0.9528 |
0.9528 |
0.9599 |
0.9553 |
| S2 |
0.9444 |
0.9444 |
0.9587 |
|
| S3 |
0.9311 |
0.9395 |
0.9574 |
|
| S4 |
0.9178 |
0.9262 |
0.9538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9627 |
0.9452 |
0.0175 |
1.8% |
0.0095 |
1.0% |
91% |
True |
False |
79,546 |
| 10 |
0.9627 |
0.9274 |
0.0353 |
3.7% |
0.0102 |
1.1% |
95% |
True |
False |
85,555 |
| 20 |
0.9627 |
0.9274 |
0.0353 |
3.7% |
0.0099 |
1.0% |
95% |
True |
False |
81,505 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0098 |
1.0% |
67% |
False |
False |
70,441 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0105 |
1.1% |
67% |
False |
False |
56,221 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0107 |
1.1% |
70% |
False |
False |
42,269 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0107 |
1.1% |
74% |
False |
False |
33,854 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.1% |
0.0100 |
1.0% |
77% |
False |
False |
28,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0184 |
|
2.618 |
0.9970 |
|
1.618 |
0.9839 |
|
1.000 |
0.9758 |
|
0.618 |
0.9708 |
|
HIGH |
0.9627 |
|
0.618 |
0.9577 |
|
0.500 |
0.9562 |
|
0.382 |
0.9546 |
|
LOW |
0.9496 |
|
0.618 |
0.9415 |
|
1.000 |
0.9365 |
|
1.618 |
0.9284 |
|
2.618 |
0.9153 |
|
4.250 |
0.8939 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9595 |
| PP |
0.9578 |
0.9578 |
| S1 |
0.9562 |
0.9562 |
|