CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9629 |
0.9684 |
0.0055 |
0.6% |
0.9538 |
| High |
0.9697 |
0.9716 |
0.0019 |
0.2% |
0.9650 |
| Low |
0.9606 |
0.9639 |
0.0033 |
0.3% |
0.9452 |
| Close |
0.9682 |
0.9671 |
-0.0011 |
-0.1% |
0.9562 |
| Range |
0.0091 |
0.0077 |
-0.0014 |
-15.4% |
0.0198 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
58,103 |
63,811 |
5,708 |
9.8% |
150,311 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9866 |
0.9713 |
|
| R3 |
0.9829 |
0.9789 |
0.9692 |
|
| R2 |
0.9752 |
0.9752 |
0.9685 |
|
| R1 |
0.9712 |
0.9712 |
0.9678 |
0.9694 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9666 |
| S1 |
0.9635 |
0.9635 |
0.9664 |
0.9617 |
| S2 |
0.9598 |
0.9598 |
0.9657 |
|
| S3 |
0.9521 |
0.9558 |
0.9650 |
|
| S4 |
0.9444 |
0.9481 |
0.9629 |
|
|
| 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 |
0.9716 |
0.9475 |
0.0241 |
2.5% |
0.0098 |
1.0% |
81% |
True |
False |
56,174 |
| 10 |
0.9716 |
0.9452 |
0.0264 |
2.7% |
0.0094 |
1.0% |
83% |
True |
False |
47,945 |
| 20 |
0.9716 |
0.9303 |
0.0413 |
4.3% |
0.0100 |
1.0% |
89% |
True |
False |
54,143 |
| 40 |
0.9716 |
0.9303 |
0.0413 |
4.3% |
0.0110 |
1.1% |
89% |
True |
False |
27,727 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0113 |
1.2% |
79% |
False |
False |
18,586 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0108 |
1.1% |
83% |
False |
False |
13,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0043 |
|
2.618 |
0.9918 |
|
1.618 |
0.9841 |
|
1.000 |
0.9793 |
|
0.618 |
0.9764 |
|
HIGH |
0.9716 |
|
0.618 |
0.9687 |
|
0.500 |
0.9678 |
|
0.382 |
0.9668 |
|
LOW |
0.9639 |
|
0.618 |
0.9591 |
|
1.000 |
0.9562 |
|
1.618 |
0.9514 |
|
2.618 |
0.9437 |
|
4.250 |
0.9312 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9666 |
| PP |
0.9675 |
0.9660 |
| S1 |
0.9673 |
0.9655 |
|