CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9562 |
0.9507 |
-0.0055 |
-0.6% |
0.9710 |
| High |
0.9579 |
0.9556 |
-0.0023 |
-0.2% |
0.9758 |
| Low |
0.9500 |
0.9430 |
-0.0070 |
-0.7% |
0.9430 |
| Close |
0.9519 |
0.9444 |
-0.0075 |
-0.8% |
0.9444 |
| Range |
0.0079 |
0.0126 |
0.0047 |
59.5% |
0.0328 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.6% |
0.0000 |
| Volume |
102,303 |
91,003 |
-11,300 |
-11.0% |
323,020 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9855 |
0.9775 |
0.9513 |
|
| R3 |
0.9729 |
0.9649 |
0.9479 |
|
| R2 |
0.9603 |
0.9603 |
0.9467 |
|
| R1 |
0.9523 |
0.9523 |
0.9456 |
0.9500 |
| PP |
0.9477 |
0.9477 |
0.9477 |
0.9465 |
| S1 |
0.9397 |
0.9397 |
0.9432 |
0.9374 |
| S2 |
0.9351 |
0.9351 |
0.9421 |
|
| S3 |
0.9225 |
0.9271 |
0.9409 |
|
| S4 |
0.9099 |
0.9145 |
0.9375 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0314 |
0.9624 |
|
| R3 |
1.0200 |
0.9986 |
0.9534 |
|
| R2 |
0.9872 |
0.9872 |
0.9504 |
|
| R1 |
0.9658 |
0.9658 |
0.9474 |
0.9601 |
| PP |
0.9544 |
0.9544 |
0.9544 |
0.9516 |
| S1 |
0.9330 |
0.9330 |
0.9414 |
0.9273 |
| S2 |
0.9216 |
0.9216 |
0.9384 |
|
| S3 |
0.8888 |
0.9002 |
0.9354 |
|
| S4 |
0.8560 |
0.8674 |
0.9264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9778 |
0.9430 |
0.0348 |
3.7% |
0.0110 |
1.2% |
4% |
False |
True |
77,398 |
| 10 |
0.9780 |
0.9430 |
0.0350 |
3.7% |
0.0104 |
1.1% |
4% |
False |
True |
73,001 |
| 20 |
0.9780 |
0.9430 |
0.0350 |
3.7% |
0.0099 |
1.0% |
4% |
False |
True |
60,473 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0108 |
1.1% |
30% |
False |
False |
45,840 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0110 |
1.2% |
40% |
False |
False |
30,695 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0110 |
1.2% |
50% |
False |
False |
23,076 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0102 |
1.1% |
55% |
False |
False |
18,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0092 |
|
2.618 |
0.9886 |
|
1.618 |
0.9760 |
|
1.000 |
0.9682 |
|
0.618 |
0.9634 |
|
HIGH |
0.9556 |
|
0.618 |
0.9508 |
|
0.500 |
0.9493 |
|
0.382 |
0.9478 |
|
LOW |
0.9430 |
|
0.618 |
0.9352 |
|
1.000 |
0.9304 |
|
1.618 |
0.9226 |
|
2.618 |
0.9100 |
|
4.250 |
0.8895 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9564 |
| PP |
0.9477 |
0.9524 |
| S1 |
0.9460 |
0.9484 |
|