CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9698 |
0.9562 |
-0.0136 |
-1.4% |
0.9703 |
| High |
0.9698 |
0.9579 |
-0.0119 |
-1.2% |
0.9780 |
| Low |
0.9531 |
0.9500 |
-0.0031 |
-0.3% |
0.9601 |
| Close |
0.9548 |
0.9519 |
-0.0029 |
-0.3% |
0.9706 |
| Range |
0.0167 |
0.0079 |
-0.0088 |
-52.7% |
0.0179 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
69,101 |
102,303 |
33,202 |
48.0% |
343,459 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9770 |
0.9723 |
0.9562 |
|
| R3 |
0.9691 |
0.9644 |
0.9541 |
|
| R2 |
0.9612 |
0.9612 |
0.9533 |
|
| R1 |
0.9565 |
0.9565 |
0.9526 |
0.9549 |
| PP |
0.9533 |
0.9533 |
0.9533 |
0.9525 |
| S1 |
0.9486 |
0.9486 |
0.9512 |
0.9470 |
| S2 |
0.9454 |
0.9454 |
0.9505 |
|
| S3 |
0.9375 |
0.9407 |
0.9497 |
|
| S4 |
0.9296 |
0.9328 |
0.9476 |
|
|
| 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 |
0.9500 |
0.0280 |
2.9% |
0.0104 |
1.1% |
7% |
False |
True |
74,318 |
| 10 |
0.9780 |
0.9500 |
0.0280 |
2.9% |
0.0099 |
1.0% |
7% |
False |
True |
70,282 |
| 20 |
0.9780 |
0.9402 |
0.0378 |
4.0% |
0.0097 |
1.0% |
31% |
False |
False |
59,377 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.0% |
0.0107 |
1.1% |
45% |
False |
False |
43,579 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
5.9% |
0.0109 |
1.1% |
54% |
False |
False |
29,190 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0109 |
1.1% |
61% |
False |
False |
21,942 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0101 |
1.1% |
65% |
False |
False |
17,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9786 |
|
1.618 |
0.9707 |
|
1.000 |
0.9658 |
|
0.618 |
0.9628 |
|
HIGH |
0.9579 |
|
0.618 |
0.9549 |
|
0.500 |
0.9540 |
|
0.382 |
0.9530 |
|
LOW |
0.9500 |
|
0.618 |
0.9451 |
|
1.000 |
0.9421 |
|
1.618 |
0.9372 |
|
2.618 |
0.9293 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9629 |
| PP |
0.9533 |
0.9592 |
| S1 |
0.9526 |
0.9556 |
|