CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9554 |
0.9540 |
-0.0014 |
-0.1% |
0.9508 |
| High |
0.9615 |
0.9624 |
0.0009 |
0.1% |
0.9624 |
| Low |
0.9524 |
0.9498 |
-0.0026 |
-0.3% |
0.9498 |
| Close |
0.9614 |
0.9610 |
-0.0004 |
0.0% |
0.9610 |
| Range |
0.0091 |
0.0126 |
0.0035 |
38.5% |
0.0126 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.4% |
0.0000 |
| Volume |
441 |
1,059 |
618 |
140.1% |
3,099 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9909 |
0.9679 |
|
| R3 |
0.9829 |
0.9783 |
0.9645 |
|
| R2 |
0.9703 |
0.9703 |
0.9633 |
|
| R1 |
0.9657 |
0.9657 |
0.9622 |
0.9680 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9589 |
| S1 |
0.9531 |
0.9531 |
0.9598 |
0.9554 |
| S2 |
0.9451 |
0.9451 |
0.9587 |
|
| S3 |
0.9325 |
0.9405 |
0.9575 |
|
| S4 |
0.9199 |
0.9279 |
0.9541 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9909 |
0.9679 |
|
| R3 |
0.9829 |
0.9783 |
0.9645 |
|
| R2 |
0.9703 |
0.9703 |
0.9633 |
|
| R1 |
0.9657 |
0.9657 |
0.9622 |
0.9680 |
| PP |
0.9577 |
0.9577 |
0.9577 |
0.9589 |
| S1 |
0.9531 |
0.9531 |
0.9598 |
0.9554 |
| S2 |
0.9451 |
0.9451 |
0.9587 |
|
| S3 |
0.9325 |
0.9405 |
0.9575 |
|
| S4 |
0.9199 |
0.9279 |
0.9541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9624 |
0.9498 |
0.0126 |
1.3% |
0.0082 |
0.9% |
89% |
True |
True |
619 |
| 10 |
0.9624 |
0.9300 |
0.0324 |
3.4% |
0.0086 |
0.9% |
96% |
True |
False |
573 |
| 20 |
0.9624 |
0.9276 |
0.0348 |
3.6% |
0.0086 |
0.9% |
96% |
True |
False |
477 |
| 40 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0084 |
0.9% |
67% |
False |
False |
339 |
| 60 |
0.9775 |
0.9276 |
0.0499 |
5.2% |
0.0076 |
0.8% |
67% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0160 |
|
2.618 |
0.9954 |
|
1.618 |
0.9828 |
|
1.000 |
0.9750 |
|
0.618 |
0.9702 |
|
HIGH |
0.9624 |
|
0.618 |
0.9576 |
|
0.500 |
0.9561 |
|
0.382 |
0.9546 |
|
LOW |
0.9498 |
|
0.618 |
0.9420 |
|
1.000 |
0.9372 |
|
1.618 |
0.9294 |
|
2.618 |
0.9168 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9594 |
0.9594 |
| PP |
0.9577 |
0.9577 |
| S1 |
0.9561 |
0.9561 |
|