CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9677 |
-0.0026 |
-0.3% |
0.9549 |
| High |
0.9755 |
0.9695 |
-0.0060 |
-0.6% |
0.9725 |
| Low |
0.9666 |
0.9601 |
-0.0065 |
-0.7% |
0.9508 |
| Close |
0.9678 |
0.9634 |
-0.0044 |
-0.5% |
0.9691 |
| Range |
0.0089 |
0.0094 |
0.0005 |
5.6% |
0.0217 |
| ATR |
0.0102 |
0.0102 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
80,679 |
53,513 |
-27,166 |
-33.7% |
282,981 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9925 |
0.9874 |
0.9686 |
|
| R3 |
0.9831 |
0.9780 |
0.9660 |
|
| R2 |
0.9737 |
0.9737 |
0.9651 |
|
| R1 |
0.9686 |
0.9686 |
0.9643 |
0.9665 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9633 |
| S1 |
0.9592 |
0.9592 |
0.9625 |
0.9571 |
| S2 |
0.9549 |
0.9549 |
0.9617 |
|
| S3 |
0.9455 |
0.9498 |
0.9608 |
|
| S4 |
0.9361 |
0.9404 |
0.9582 |
|
|
| 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 |
0.9755 |
0.9601 |
0.0154 |
1.6% |
0.0090 |
0.9% |
21% |
False |
True |
63,929 |
| 10 |
0.9755 |
0.9452 |
0.0303 |
3.1% |
0.0098 |
1.0% |
60% |
False |
False |
54,477 |
| 20 |
0.9755 |
0.9303 |
0.0452 |
4.7% |
0.0094 |
1.0% |
73% |
False |
False |
60,149 |
| 40 |
0.9755 |
0.9303 |
0.0452 |
4.7% |
0.0109 |
1.1% |
73% |
False |
False |
32,655 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0113 |
1.2% |
73% |
False |
False |
21,874 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0109 |
1.1% |
77% |
False |
False |
16,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
0.9941 |
|
1.618 |
0.9847 |
|
1.000 |
0.9789 |
|
0.618 |
0.9753 |
|
HIGH |
0.9695 |
|
0.618 |
0.9659 |
|
0.500 |
0.9648 |
|
0.382 |
0.9637 |
|
LOW |
0.9601 |
|
0.618 |
0.9543 |
|
1.000 |
0.9507 |
|
1.618 |
0.9449 |
|
2.618 |
0.9355 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9648 |
0.9678 |
| PP |
0.9643 |
0.9663 |
| S1 |
0.9639 |
0.9649 |
|