CME Canadian Dollar Future September 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 |
0.9537 |
0.9520 |
-0.0017 |
-0.2% |
0.9550 |
| High |
0.9596 |
0.9600 |
0.0004 |
0.0% |
0.9600 |
| Low |
0.9537 |
0.9520 |
-0.0017 |
-0.2% |
0.9520 |
| Close |
0.9612 |
0.9608 |
-0.0004 |
0.0% |
0.9608 |
| Range |
0.0059 |
0.0080 |
0.0021 |
35.6% |
0.0080 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
4.7% |
0.0000 |
| Volume |
5 |
15 |
10 |
200.0% |
50 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9816 |
0.9792 |
0.9652 |
|
| R3 |
0.9736 |
0.9712 |
0.9630 |
|
| R2 |
0.9656 |
0.9656 |
0.9623 |
|
| R1 |
0.9632 |
0.9632 |
0.9615 |
0.9644 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9582 |
| S1 |
0.9552 |
0.9552 |
0.9601 |
0.9564 |
| S2 |
0.9496 |
0.9496 |
0.9593 |
|
| S3 |
0.9416 |
0.9472 |
0.9586 |
|
| S4 |
0.9336 |
0.9392 |
0.9564 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9816 |
0.9792 |
0.9652 |
|
| R3 |
0.9736 |
0.9712 |
0.9630 |
|
| R2 |
0.9656 |
0.9656 |
0.9623 |
|
| R1 |
0.9632 |
0.9632 |
0.9615 |
0.9644 |
| PP |
0.9576 |
0.9576 |
0.9576 |
0.9582 |
| S1 |
0.9552 |
0.9552 |
0.9601 |
0.9564 |
| S2 |
0.9496 |
0.9496 |
0.9593 |
|
| S3 |
0.9416 |
0.9472 |
0.9586 |
|
| S4 |
0.9336 |
0.9392 |
0.9564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9600 |
0.9513 |
0.0087 |
0.9% |
0.0039 |
0.4% |
109% |
True |
False |
12 |
| 10 |
0.9600 |
0.9288 |
0.0312 |
3.2% |
0.0041 |
0.4% |
103% |
True |
False |
17 |
| 20 |
0.9600 |
0.9288 |
0.0312 |
3.2% |
0.0040 |
0.4% |
103% |
True |
False |
20 |
| 40 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0032 |
0.3% |
69% |
False |
False |
19 |
| 60 |
0.9755 |
0.9288 |
0.0467 |
4.9% |
0.0029 |
0.3% |
69% |
False |
False |
20 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0023 |
0.2% |
71% |
False |
False |
16 |
| 100 |
0.9755 |
0.9220 |
0.0535 |
5.6% |
0.0021 |
0.2% |
73% |
False |
False |
14 |
| 120 |
0.9755 |
0.9024 |
0.0731 |
7.6% |
0.0020 |
0.2% |
80% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9940 |
|
2.618 |
0.9809 |
|
1.618 |
0.9729 |
|
1.000 |
0.9680 |
|
0.618 |
0.9649 |
|
HIGH |
0.9600 |
|
0.618 |
0.9569 |
|
0.500 |
0.9560 |
|
0.382 |
0.9551 |
|
LOW |
0.9520 |
|
0.618 |
0.9471 |
|
1.000 |
0.9440 |
|
1.618 |
0.9391 |
|
2.618 |
0.9311 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9592 |
0.9592 |
| PP |
0.9576 |
0.9576 |
| S1 |
0.9560 |
0.9560 |
|