CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9684 |
0.9665 |
-0.0019 |
-0.2% |
0.9549 |
| High |
0.9716 |
0.9725 |
0.0009 |
0.1% |
0.9725 |
| Low |
0.9639 |
0.9628 |
-0.0011 |
-0.1% |
0.9508 |
| Close |
0.9671 |
0.9691 |
0.0020 |
0.2% |
0.9691 |
| Range |
0.0077 |
0.0097 |
0.0020 |
26.0% |
0.0217 |
| ATR |
0.0104 |
0.0103 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
63,811 |
63,540 |
-271 |
-0.4% |
282,981 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9929 |
0.9744 |
|
| R3 |
0.9875 |
0.9832 |
0.9718 |
|
| R2 |
0.9778 |
0.9778 |
0.9709 |
|
| R1 |
0.9735 |
0.9735 |
0.9700 |
0.9757 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9692 |
| S1 |
0.9638 |
0.9638 |
0.9682 |
0.9660 |
| S2 |
0.9584 |
0.9584 |
0.9673 |
|
| S3 |
0.9487 |
0.9541 |
0.9664 |
|
| S4 |
0.9390 |
0.9444 |
0.9638 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0209 |
0.9810 |
|
| R3 |
1.0075 |
0.9992 |
0.9751 |
|
| R2 |
0.9858 |
0.9858 |
0.9731 |
|
| R1 |
0.9775 |
0.9775 |
0.9711 |
0.9817 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9662 |
| S1 |
0.9558 |
0.9558 |
0.9671 |
0.9600 |
| S2 |
0.9424 |
0.9424 |
0.9651 |
|
| S3 |
0.9207 |
0.9341 |
0.9631 |
|
| S4 |
0.8990 |
0.9124 |
0.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9725 |
0.9508 |
0.0217 |
2.2% |
0.0100 |
1.0% |
84% |
True |
False |
56,596 |
| 10 |
0.9725 |
0.9452 |
0.0273 |
2.8% |
0.0094 |
1.0% |
88% |
True |
False |
48,718 |
| 20 |
0.9725 |
0.9303 |
0.0422 |
4.4% |
0.0097 |
1.0% |
92% |
True |
False |
56,472 |
| 40 |
0.9725 |
0.9303 |
0.0422 |
4.4% |
0.0108 |
1.1% |
92% |
True |
False |
29,310 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0113 |
1.2% |
82% |
False |
False |
19,641 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0108 |
1.1% |
85% |
False |
False |
14,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0137 |
|
2.618 |
0.9979 |
|
1.618 |
0.9882 |
|
1.000 |
0.9822 |
|
0.618 |
0.9785 |
|
HIGH |
0.9725 |
|
0.618 |
0.9688 |
|
0.500 |
0.9677 |
|
0.382 |
0.9665 |
|
LOW |
0.9628 |
|
0.618 |
0.9568 |
|
1.000 |
0.9531 |
|
1.618 |
0.9471 |
|
2.618 |
0.9374 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9686 |
0.9683 |
| PP |
0.9681 |
0.9674 |
| S1 |
0.9677 |
0.9666 |
|