CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9522 |
0.9624 |
0.0102 |
1.1% |
0.9512 |
| High |
0.9627 |
0.9643 |
0.0016 |
0.2% |
0.9627 |
| Low |
0.9496 |
0.9577 |
0.0081 |
0.9% |
0.9494 |
| Close |
0.9611 |
0.9600 |
-0.0011 |
-0.1% |
0.9611 |
| Range |
0.0131 |
0.0066 |
-0.0065 |
-49.6% |
0.0133 |
| ATR |
0.0101 |
0.0098 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
75,457 |
86,309 |
10,852 |
14.4% |
290,599 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9805 |
0.9768 |
0.9636 |
|
| R3 |
0.9739 |
0.9702 |
0.9618 |
|
| R2 |
0.9673 |
0.9673 |
0.9612 |
|
| R1 |
0.9636 |
0.9636 |
0.9606 |
0.9622 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9599 |
| S1 |
0.9570 |
0.9570 |
0.9594 |
0.9556 |
| S2 |
0.9541 |
0.9541 |
0.9588 |
|
| S3 |
0.9475 |
0.9504 |
0.9582 |
|
| S4 |
0.9409 |
0.9438 |
0.9564 |
|
|
| 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 |
0.9643 |
0.9494 |
0.0149 |
1.6% |
0.0092 |
1.0% |
71% |
True |
False |
75,381 |
| 10 |
0.9643 |
0.9290 |
0.0353 |
3.7% |
0.0097 |
1.0% |
88% |
True |
False |
84,077 |
| 20 |
0.9643 |
0.9274 |
0.0369 |
3.8% |
0.0096 |
1.0% |
88% |
True |
False |
81,270 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0098 |
1.0% |
64% |
False |
False |
70,872 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0104 |
1.1% |
64% |
False |
False |
57,650 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0107 |
1.1% |
68% |
False |
False |
43,339 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0107 |
1.1% |
72% |
False |
False |
34,715 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.1% |
0.0101 |
1.1% |
75% |
False |
False |
28,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9924 |
|
2.618 |
0.9816 |
|
1.618 |
0.9750 |
|
1.000 |
0.9709 |
|
0.618 |
0.9684 |
|
HIGH |
0.9643 |
|
0.618 |
0.9618 |
|
0.500 |
0.9610 |
|
0.382 |
0.9602 |
|
LOW |
0.9577 |
|
0.618 |
0.9536 |
|
1.000 |
0.9511 |
|
1.618 |
0.9470 |
|
2.618 |
0.9404 |
|
4.250 |
0.9297 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9590 |
| PP |
0.9607 |
0.9580 |
| S1 |
0.9603 |
0.9570 |
|