CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9698 |
-0.0012 |
-0.1% |
0.9703 |
| High |
0.9758 |
0.9698 |
-0.0060 |
-0.6% |
0.9780 |
| Low |
0.9662 |
0.9531 |
-0.0131 |
-1.4% |
0.9601 |
| Close |
0.9697 |
0.9548 |
-0.0149 |
-1.5% |
0.9706 |
| Range |
0.0096 |
0.0167 |
0.0071 |
74.0% |
0.0179 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
4.8% |
0.0000 |
| Volume |
60,613 |
69,101 |
8,488 |
14.0% |
343,459 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
0.9988 |
0.9640 |
|
| R3 |
0.9926 |
0.9821 |
0.9594 |
|
| R2 |
0.9759 |
0.9759 |
0.9579 |
|
| R1 |
0.9654 |
0.9654 |
0.9563 |
0.9623 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9577 |
| S1 |
0.9487 |
0.9487 |
0.9533 |
0.9456 |
| S2 |
0.9425 |
0.9425 |
0.9517 |
|
| S3 |
0.9258 |
0.9320 |
0.9502 |
|
| S4 |
0.9091 |
0.9153 |
0.9456 |
|
|
| 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 |
0.9531 |
0.0249 |
2.6% |
0.0111 |
1.2% |
7% |
False |
True |
67,796 |
| 10 |
0.9780 |
0.9531 |
0.0249 |
2.6% |
0.0100 |
1.0% |
7% |
False |
True |
65,862 |
| 20 |
0.9780 |
0.9322 |
0.0458 |
4.8% |
0.0097 |
1.0% |
49% |
False |
False |
58,959 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.0% |
0.0109 |
1.1% |
51% |
False |
False |
41,032 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0109 |
1.1% |
59% |
False |
False |
27,491 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0111 |
1.2% |
65% |
False |
False |
20,663 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0101 |
1.1% |
69% |
False |
False |
16,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0135 |
|
1.618 |
0.9968 |
|
1.000 |
0.9865 |
|
0.618 |
0.9801 |
|
HIGH |
0.9698 |
|
0.618 |
0.9634 |
|
0.500 |
0.9615 |
|
0.382 |
0.9595 |
|
LOW |
0.9531 |
|
0.618 |
0.9428 |
|
1.000 |
0.9364 |
|
1.618 |
0.9261 |
|
2.618 |
0.9094 |
|
4.250 |
0.8821 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9615 |
0.9655 |
| PP |
0.9592 |
0.9619 |
| S1 |
0.9570 |
0.9584 |
|