CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9508 |
0.9574 |
0.0066 |
0.7% |
0.9321 |
| High |
0.9603 |
0.9602 |
-0.0001 |
0.0% |
0.9540 |
| Low |
0.9508 |
0.9550 |
0.0042 |
0.4% |
0.9300 |
| Close |
0.9569 |
0.9572 |
0.0003 |
0.0% |
0.9515 |
| Range |
0.0095 |
0.0052 |
-0.0043 |
-45.3% |
0.0240 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
392 |
815 |
423 |
107.9% |
2,637 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9731 |
0.9703 |
0.9601 |
|
| R3 |
0.9679 |
0.9651 |
0.9586 |
|
| R2 |
0.9627 |
0.9627 |
0.9582 |
|
| R1 |
0.9599 |
0.9599 |
0.9577 |
0.9587 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9569 |
| S1 |
0.9547 |
0.9547 |
0.9567 |
0.9535 |
| S2 |
0.9523 |
0.9523 |
0.9562 |
|
| S3 |
0.9471 |
0.9495 |
0.9558 |
|
| S4 |
0.9419 |
0.9443 |
0.9543 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0083 |
0.9647 |
|
| R3 |
0.9932 |
0.9843 |
0.9581 |
|
| R2 |
0.9692 |
0.9692 |
0.9559 |
|
| R1 |
0.9603 |
0.9603 |
0.9537 |
0.9648 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9474 |
| S1 |
0.9363 |
0.9363 |
0.9493 |
0.9408 |
| S2 |
0.9212 |
0.9212 |
0.9471 |
|
| S3 |
0.8972 |
0.9123 |
0.9449 |
|
| S4 |
0.8732 |
0.8883 |
0.9383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9603 |
0.9407 |
0.0196 |
2.0% |
0.0078 |
0.8% |
84% |
False |
False |
555 |
| 10 |
0.9603 |
0.9276 |
0.0327 |
3.4% |
0.0089 |
0.9% |
91% |
False |
False |
493 |
| 20 |
0.9603 |
0.9276 |
0.0327 |
3.4% |
0.0085 |
0.9% |
91% |
False |
False |
433 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0083 |
0.9% |
59% |
False |
False |
305 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0073 |
0.8% |
59% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9823 |
|
2.618 |
0.9738 |
|
1.618 |
0.9686 |
|
1.000 |
0.9654 |
|
0.618 |
0.9634 |
|
HIGH |
0.9602 |
|
0.618 |
0.9582 |
|
0.500 |
0.9576 |
|
0.382 |
0.9570 |
|
LOW |
0.9550 |
|
0.618 |
0.9518 |
|
1.000 |
0.9498 |
|
1.618 |
0.9466 |
|
2.618 |
0.9414 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9576 |
0.9567 |
| PP |
0.9575 |
0.9561 |
| S1 |
0.9573 |
0.9556 |
|