CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9710 |
-0.0068 |
-0.7% |
0.9703 |
| High |
0.9778 |
0.9758 |
-0.0020 |
-0.2% |
0.9780 |
| Low |
0.9694 |
0.9662 |
-0.0032 |
-0.3% |
0.9601 |
| Close |
0.9706 |
0.9697 |
-0.0009 |
-0.1% |
0.9706 |
| Range |
0.0084 |
0.0096 |
0.0012 |
14.3% |
0.0179 |
| ATR |
0.0101 |
0.0100 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
63,974 |
60,613 |
-3,361 |
-5.3% |
343,459 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9994 |
0.9941 |
0.9750 |
|
| R3 |
0.9898 |
0.9845 |
0.9723 |
|
| R2 |
0.9802 |
0.9802 |
0.9715 |
|
| R1 |
0.9749 |
0.9749 |
0.9706 |
0.9728 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9695 |
| S1 |
0.9653 |
0.9653 |
0.9688 |
0.9632 |
| S2 |
0.9610 |
0.9610 |
0.9679 |
|
| S3 |
0.9514 |
0.9557 |
0.9671 |
|
| S4 |
0.9418 |
0.9461 |
0.9644 |
|
|
| 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% |
0.0096 |
1.0% |
54% |
False |
False |
64,678 |
| 10 |
0.9780 |
0.9594 |
0.0186 |
1.9% |
0.0092 |
0.9% |
55% |
False |
False |
65,478 |
| 20 |
0.9780 |
0.9303 |
0.0477 |
4.9% |
0.0095 |
1.0% |
83% |
False |
False |
59,047 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
4.9% |
0.0107 |
1.1% |
83% |
False |
False |
39,370 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
5.8% |
0.0110 |
1.1% |
85% |
False |
False |
26,348 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0110 |
1.1% |
86% |
False |
False |
19,801 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.1% |
0.0099 |
1.0% |
88% |
False |
False |
15,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0166 |
|
2.618 |
1.0009 |
|
1.618 |
0.9913 |
|
1.000 |
0.9854 |
|
0.618 |
0.9817 |
|
HIGH |
0.9758 |
|
0.618 |
0.9721 |
|
0.500 |
0.9710 |
|
0.382 |
0.9699 |
|
LOW |
0.9662 |
|
0.618 |
0.9603 |
|
1.000 |
0.9566 |
|
1.618 |
0.9507 |
|
2.618 |
0.9411 |
|
4.250 |
0.9254 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9721 |
| PP |
0.9706 |
0.9713 |
| S1 |
0.9701 |
0.9705 |
|