CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9474 |
0.9489 |
0.0015 |
0.2% |
0.9512 |
| High |
0.9515 |
0.9510 |
-0.0005 |
-0.1% |
0.9627 |
| Low |
0.9436 |
0.9362 |
-0.0074 |
-0.8% |
0.9494 |
| Close |
0.9475 |
0.9412 |
-0.0063 |
-0.7% |
0.9611 |
| Range |
0.0079 |
0.0148 |
0.0069 |
87.3% |
0.0133 |
| ATR |
0.0102 |
0.0106 |
0.0003 |
3.2% |
0.0000 |
| Volume |
102,673 |
90,819 |
-11,854 |
-11.5% |
290,599 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9790 |
0.9493 |
|
| R3 |
0.9724 |
0.9642 |
0.9453 |
|
| R2 |
0.9576 |
0.9576 |
0.9439 |
|
| R1 |
0.9494 |
0.9494 |
0.9426 |
0.9461 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9412 |
| S1 |
0.9346 |
0.9346 |
0.9398 |
0.9313 |
| S2 |
0.9280 |
0.9280 |
0.9385 |
|
| S3 |
0.9132 |
0.9198 |
0.9371 |
|
| S4 |
0.8984 |
0.9050 |
0.9331 |
|
|
| 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 |
0.9362 |
0.0281 |
3.0% |
0.0121 |
1.3% |
18% |
False |
True |
82,855 |
| 10 |
0.9643 |
0.9362 |
0.0281 |
3.0% |
0.0108 |
1.2% |
18% |
False |
True |
81,790 |
| 20 |
0.9643 |
0.9274 |
0.0369 |
3.9% |
0.0103 |
1.1% |
37% |
False |
False |
82,474 |
| 40 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0102 |
1.1% |
27% |
False |
False |
73,874 |
| 60 |
0.9780 |
0.9274 |
0.0506 |
5.4% |
0.0106 |
1.1% |
27% |
False |
False |
61,825 |
| 80 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0107 |
1.1% |
35% |
False |
False |
46,485 |
| 100 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0108 |
1.1% |
41% |
False |
False |
37,238 |
| 120 |
0.9792 |
0.9056 |
0.0736 |
7.8% |
0.0103 |
1.1% |
48% |
False |
False |
31,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0139 |
|
2.618 |
0.9897 |
|
1.618 |
0.9749 |
|
1.000 |
0.9658 |
|
0.618 |
0.9601 |
|
HIGH |
0.9510 |
|
0.618 |
0.9453 |
|
0.500 |
0.9436 |
|
0.382 |
0.9419 |
|
LOW |
0.9362 |
|
0.618 |
0.9271 |
|
1.000 |
0.9214 |
|
1.618 |
0.9123 |
|
2.618 |
0.8975 |
|
4.250 |
0.8733 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9436 |
0.9497 |
| PP |
0.9428 |
0.9469 |
| S1 |
0.9420 |
0.9440 |
|