CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9602 |
0.9629 |
0.0027 |
0.3% |
0.9538 |
| High |
0.9675 |
0.9697 |
0.0022 |
0.2% |
0.9650 |
| Low |
0.9594 |
0.9606 |
0.0012 |
0.1% |
0.9452 |
| Close |
0.9619 |
0.9682 |
0.0063 |
0.7% |
0.9562 |
| Range |
0.0081 |
0.0091 |
0.0010 |
12.3% |
0.0198 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
65,261 |
58,103 |
-7,158 |
-11.0% |
150,311 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9935 |
0.9899 |
0.9732 |
|
| R3 |
0.9844 |
0.9808 |
0.9707 |
|
| R2 |
0.9753 |
0.9753 |
0.9699 |
|
| R1 |
0.9717 |
0.9717 |
0.9690 |
0.9735 |
| PP |
0.9662 |
0.9662 |
0.9662 |
0.9671 |
| S1 |
0.9626 |
0.9626 |
0.9674 |
0.9644 |
| S2 |
0.9571 |
0.9571 |
0.9665 |
|
| S3 |
0.9480 |
0.9535 |
0.9657 |
|
| S4 |
0.9389 |
0.9444 |
0.9632 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0053 |
0.9671 |
|
| R3 |
0.9951 |
0.9855 |
0.9616 |
|
| R2 |
0.9753 |
0.9753 |
0.9598 |
|
| R1 |
0.9657 |
0.9657 |
0.9580 |
0.9705 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9579 |
| S1 |
0.9459 |
0.9459 |
0.9544 |
0.9507 |
| S2 |
0.9357 |
0.9357 |
0.9526 |
|
| S3 |
0.9159 |
0.9261 |
0.9508 |
|
| S4 |
0.8961 |
0.9063 |
0.9453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9697 |
0.9452 |
0.0245 |
2.5% |
0.0110 |
1.1% |
94% |
True |
False |
51,427 |
| 10 |
0.9697 |
0.9402 |
0.0295 |
3.0% |
0.0095 |
1.0% |
95% |
True |
False |
48,472 |
| 20 |
0.9697 |
0.9303 |
0.0394 |
4.1% |
0.0104 |
1.1% |
96% |
True |
False |
51,345 |
| 40 |
0.9697 |
0.9280 |
0.0417 |
4.3% |
0.0112 |
1.2% |
96% |
True |
False |
26,137 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0113 |
1.2% |
81% |
False |
False |
17,527 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0108 |
1.1% |
84% |
False |
False |
13,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0084 |
|
2.618 |
0.9935 |
|
1.618 |
0.9844 |
|
1.000 |
0.9788 |
|
0.618 |
0.9753 |
|
HIGH |
0.9697 |
|
0.618 |
0.9662 |
|
0.500 |
0.9652 |
|
0.382 |
0.9641 |
|
LOW |
0.9606 |
|
0.618 |
0.9550 |
|
1.000 |
0.9515 |
|
1.618 |
0.9459 |
|
2.618 |
0.9368 |
|
4.250 |
0.9219 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9672 |
0.9656 |
| PP |
0.9662 |
0.9629 |
| S1 |
0.9652 |
0.9603 |
|