CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9626 |
0.9699 |
0.0073 |
0.8% |
0.9549 |
| High |
0.9718 |
0.9780 |
0.0062 |
0.6% |
0.9725 |
| Low |
0.9604 |
0.9688 |
0.0084 |
0.9% |
0.9508 |
| Close |
0.9703 |
0.9777 |
0.0074 |
0.8% |
0.9691 |
| Range |
0.0114 |
0.0092 |
-0.0022 |
-19.3% |
0.0217 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
69,692 |
75,601 |
5,909 |
8.5% |
282,981 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0024 |
0.9993 |
0.9828 |
|
| R3 |
0.9932 |
0.9901 |
0.9802 |
|
| R2 |
0.9840 |
0.9840 |
0.9794 |
|
| R1 |
0.9809 |
0.9809 |
0.9785 |
0.9825 |
| PP |
0.9748 |
0.9748 |
0.9748 |
0.9756 |
| S1 |
0.9717 |
0.9717 |
0.9769 |
0.9733 |
| S2 |
0.9656 |
0.9656 |
0.9760 |
|
| S3 |
0.9564 |
0.9625 |
0.9752 |
|
| S4 |
0.9472 |
0.9533 |
0.9726 |
|
|
| 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 |
0.9780 |
0.9601 |
0.0179 |
1.8% |
0.0097 |
1.0% |
98% |
True |
False |
68,605 |
| 10 |
0.9780 |
0.9475 |
0.0305 |
3.1% |
0.0098 |
1.0% |
99% |
True |
False |
62,389 |
| 20 |
0.9780 |
0.9303 |
0.0477 |
4.9% |
0.0094 |
1.0% |
99% |
True |
False |
59,449 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
4.9% |
0.0108 |
1.1% |
99% |
True |
False |
36,278 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
5.8% |
0.0112 |
1.1% |
99% |
True |
False |
24,277 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0110 |
1.1% |
98% |
False |
False |
18,244 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.0% |
0.0098 |
1.0% |
98% |
False |
False |
14,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0171 |
|
2.618 |
1.0021 |
|
1.618 |
0.9929 |
|
1.000 |
0.9872 |
|
0.618 |
0.9837 |
|
HIGH |
0.9780 |
|
0.618 |
0.9745 |
|
0.500 |
0.9734 |
|
0.382 |
0.9723 |
|
LOW |
0.9688 |
|
0.618 |
0.9631 |
|
1.000 |
0.9596 |
|
1.618 |
0.9539 |
|
2.618 |
0.9447 |
|
4.250 |
0.9297 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9748 |
| PP |
0.9748 |
0.9719 |
| S1 |
0.9734 |
0.9691 |
|