CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9592 |
0.9474 |
-0.0118 |
-1.2% |
0.9512 |
| High |
0.9632 |
0.9515 |
-0.0117 |
-1.2% |
0.9627 |
| Low |
0.9451 |
0.9436 |
-0.0015 |
-0.2% |
0.9494 |
| Close |
0.9475 |
0.9475 |
0.0000 |
0.0% |
0.9611 |
| Range |
0.0181 |
0.0079 |
-0.0102 |
-56.4% |
0.0133 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
59,019 |
102,673 |
43,654 |
74.0% |
290,599 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9712 |
0.9673 |
0.9518 |
|
| R3 |
0.9633 |
0.9594 |
0.9497 |
|
| R2 |
0.9554 |
0.9554 |
0.9489 |
|
| R1 |
0.9515 |
0.9515 |
0.9482 |
0.9535 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9485 |
| S1 |
0.9436 |
0.9436 |
0.9468 |
0.9456 |
| S2 |
0.9396 |
0.9396 |
0.9461 |
|
| S3 |
0.9317 |
0.9357 |
0.9453 |
|
| S4 |
0.9238 |
0.9278 |
0.9432 |
|
|
| 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 |
0.9436 |
0.0207 |
2.2% |
0.0111 |
1.2% |
19% |
False |
True |
76,240 |
| 10 |
0.9643 |
0.9337 |
0.0306 |
3.2% |
0.0104 |
1.1% |
45% |
False |
False |
82,267 |
| 20 |
0.9643 |
0.9274 |
0.0369 |
3.9% |
0.0099 |
1.0% |
54% |
False |
False |
81,749 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0100 |
1.1% |
40% |
False |
False |
72,171 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.3% |
0.0105 |
1.1% |
40% |
False |
False |
60,324 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0107 |
1.1% |
46% |
False |
False |
45,353 |
| 100 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0108 |
1.1% |
51% |
False |
False |
36,330 |
| 120 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0102 |
1.1% |
59% |
False |
False |
30,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9851 |
|
2.618 |
0.9722 |
|
1.618 |
0.9643 |
|
1.000 |
0.9594 |
|
0.618 |
0.9564 |
|
HIGH |
0.9515 |
|
0.618 |
0.9485 |
|
0.500 |
0.9476 |
|
0.382 |
0.9466 |
|
LOW |
0.9436 |
|
0.618 |
0.9387 |
|
1.000 |
0.9357 |
|
1.618 |
0.9308 |
|
2.618 |
0.9229 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9476 |
0.9540 |
| PP |
0.9475 |
0.9518 |
| S1 |
0.9475 |
0.9497 |
|