CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9550 |
0.0037 |
0.4% |
0.9354 |
| High |
0.9513 |
0.9597 |
0.0084 |
0.9% |
0.9528 |
| Low |
0.9513 |
0.9550 |
0.0037 |
0.4% |
0.9318 |
| Close |
0.9513 |
0.9567 |
0.0054 |
0.6% |
0.9513 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0210 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.5% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9712 |
0.9687 |
0.9593 |
|
| R3 |
0.9665 |
0.9640 |
0.9580 |
|
| R2 |
0.9618 |
0.9618 |
0.9576 |
|
| R1 |
0.9593 |
0.9593 |
0.9571 |
0.9606 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9578 |
| S1 |
0.9546 |
0.9546 |
0.9563 |
0.9559 |
| S2 |
0.9524 |
0.9524 |
0.9558 |
|
| S3 |
0.9477 |
0.9499 |
0.9554 |
|
| S4 |
0.9430 |
0.9452 |
0.9541 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0008 |
0.9629 |
|
| R3 |
0.9873 |
0.9798 |
0.9571 |
|
| R2 |
0.9663 |
0.9663 |
0.9552 |
|
| R1 |
0.9588 |
0.9588 |
0.9532 |
0.9626 |
| PP |
0.9453 |
0.9453 |
0.9453 |
0.9472 |
| S1 |
0.9378 |
0.9378 |
0.9494 |
0.9416 |
| S2 |
0.9243 |
0.9243 |
0.9475 |
|
| S3 |
0.9033 |
0.9168 |
0.9455 |
|
| S4 |
0.8823 |
0.8958 |
0.9398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9597 |
0.9318 |
0.0279 |
2.9% |
0.0035 |
0.4% |
89% |
True |
False |
13 |
| 10 |
0.9597 |
0.9288 |
0.0309 |
3.2% |
0.0033 |
0.3% |
90% |
True |
False |
15 |
| 20 |
0.9692 |
0.9288 |
0.0404 |
4.2% |
0.0036 |
0.4% |
69% |
False |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0031 |
0.3% |
60% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0027 |
0.3% |
60% |
False |
False |
19 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0023 |
0.2% |
62% |
False |
False |
16 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0021 |
0.2% |
71% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9797 |
|
2.618 |
0.9720 |
|
1.618 |
0.9673 |
|
1.000 |
0.9644 |
|
0.618 |
0.9626 |
|
HIGH |
0.9597 |
|
0.618 |
0.9579 |
|
0.500 |
0.9574 |
|
0.382 |
0.9568 |
|
LOW |
0.9550 |
|
0.618 |
0.9521 |
|
1.000 |
0.9503 |
|
1.618 |
0.9474 |
|
2.618 |
0.9427 |
|
4.250 |
0.9350 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9560 |
| PP |
0.9571 |
0.9553 |
| S1 |
0.9569 |
0.9547 |
|