CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9699 |
0.9778 |
0.0079 |
0.8% |
0.9703 |
| High |
0.9780 |
0.9778 |
-0.0002 |
0.0% |
0.9780 |
| Low |
0.9688 |
0.9694 |
0.0006 |
0.1% |
0.9601 |
| Close |
0.9777 |
0.9706 |
-0.0071 |
-0.7% |
0.9706 |
| Range |
0.0092 |
0.0084 |
-0.0008 |
-8.7% |
0.0179 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
75,601 |
63,974 |
-11,627 |
-15.4% |
343,459 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9926 |
0.9752 |
|
| R3 |
0.9894 |
0.9842 |
0.9729 |
|
| R2 |
0.9810 |
0.9810 |
0.9721 |
|
| R1 |
0.9758 |
0.9758 |
0.9714 |
0.9742 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9718 |
| S1 |
0.9674 |
0.9674 |
0.9698 |
0.9658 |
| S2 |
0.9642 |
0.9642 |
0.9691 |
|
| S3 |
0.9558 |
0.9590 |
0.9683 |
|
| S4 |
0.9474 |
0.9506 |
0.9660 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0233 |
1.0148 |
0.9804 |
|
| R3 |
1.0054 |
0.9969 |
0.9755 |
|
| R2 |
0.9875 |
0.9875 |
0.9739 |
|
| R1 |
0.9790 |
0.9790 |
0.9722 |
0.9833 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9717 |
| S1 |
0.9611 |
0.9611 |
0.9690 |
0.9654 |
| S2 |
0.9517 |
0.9517 |
0.9673 |
|
| S3 |
0.9338 |
0.9432 |
0.9657 |
|
| S4 |
0.9159 |
0.9253 |
0.9608 |
|
|
| 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% |
0.0095 |
1.0% |
59% |
False |
False |
68,691 |
| 10 |
0.9780 |
0.9508 |
0.0272 |
2.8% |
0.0097 |
1.0% |
73% |
False |
False |
62,644 |
| 20 |
0.9780 |
0.9303 |
0.0477 |
4.9% |
0.0094 |
1.0% |
84% |
False |
False |
59,227 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
4.9% |
0.0108 |
1.1% |
84% |
False |
False |
37,872 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
5.8% |
0.0112 |
1.2% |
87% |
False |
False |
25,339 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0110 |
1.1% |
88% |
False |
False |
19,043 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.1% |
0.0099 |
1.0% |
89% |
False |
False |
15,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0135 |
|
2.618 |
0.9998 |
|
1.618 |
0.9914 |
|
1.000 |
0.9862 |
|
0.618 |
0.9830 |
|
HIGH |
0.9778 |
|
0.618 |
0.9746 |
|
0.500 |
0.9736 |
|
0.382 |
0.9726 |
|
LOW |
0.9694 |
|
0.618 |
0.9642 |
|
1.000 |
0.9610 |
|
1.618 |
0.9558 |
|
2.618 |
0.9474 |
|
4.250 |
0.9337 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9701 |
| PP |
0.9726 |
0.9697 |
| S1 |
0.9716 |
0.9692 |
|