CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9624 |
0.9592 |
-0.0032 |
-0.3% |
0.9512 |
| High |
0.9643 |
0.9632 |
-0.0011 |
-0.1% |
0.9627 |
| Low |
0.9577 |
0.9451 |
-0.0126 |
-1.3% |
0.9494 |
| Close |
0.9600 |
0.9475 |
-0.0125 |
-1.3% |
0.9611 |
| Range |
0.0066 |
0.0181 |
0.0115 |
174.2% |
0.0133 |
| ATR |
0.0098 |
0.0104 |
0.0006 |
6.0% |
0.0000 |
| Volume |
86,309 |
59,019 |
-27,290 |
-31.6% |
290,599 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
0.9950 |
0.9575 |
|
| R3 |
0.9881 |
0.9769 |
0.9525 |
|
| R2 |
0.9700 |
0.9700 |
0.9508 |
|
| R1 |
0.9588 |
0.9588 |
0.9492 |
0.9554 |
| PP |
0.9519 |
0.9519 |
0.9519 |
0.9502 |
| S1 |
0.9407 |
0.9407 |
0.9458 |
0.9373 |
| S2 |
0.9338 |
0.9338 |
0.9442 |
|
| S3 |
0.9157 |
0.9226 |
0.9425 |
|
| S4 |
0.8976 |
0.9045 |
0.9375 |
|
|
| 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 |
0.9451 |
0.0192 |
2.0% |
0.0106 |
1.1% |
13% |
False |
True |
69,977 |
| 10 |
0.9643 |
0.9290 |
0.0353 |
3.7% |
0.0106 |
1.1% |
52% |
False |
False |
77,475 |
| 20 |
0.9643 |
0.9274 |
0.0369 |
3.9% |
0.0102 |
1.1% |
54% |
False |
False |
79,736 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0099 |
1.0% |
40% |
False |
False |
70,952 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0105 |
1.1% |
40% |
False |
False |
58,624 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0107 |
1.1% |
46% |
False |
False |
44,074 |
| 100 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0108 |
1.1% |
51% |
False |
False |
35,305 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0102 |
1.1% |
59% |
False |
False |
29,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0401 |
|
2.618 |
1.0106 |
|
1.618 |
0.9925 |
|
1.000 |
0.9813 |
|
0.618 |
0.9744 |
|
HIGH |
0.9632 |
|
0.618 |
0.9563 |
|
0.500 |
0.9542 |
|
0.382 |
0.9520 |
|
LOW |
0.9451 |
|
0.618 |
0.9339 |
|
1.000 |
0.9270 |
|
1.618 |
0.9158 |
|
2.618 |
0.8977 |
|
4.250 |
0.8682 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9542 |
0.9547 |
| PP |
0.9519 |
0.9523 |
| S1 |
0.9497 |
0.9499 |
|