CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9507 |
0.9462 |
-0.0045 |
-0.5% |
0.9710 |
| High |
0.9556 |
0.9493 |
-0.0063 |
-0.7% |
0.9758 |
| Low |
0.9430 |
0.9421 |
-0.0009 |
-0.1% |
0.9430 |
| Close |
0.9444 |
0.9458 |
0.0014 |
0.1% |
0.9444 |
| Range |
0.0126 |
0.0072 |
-0.0054 |
-42.9% |
0.0328 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
91,003 |
89,698 |
-1,305 |
-1.4% |
323,020 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9673 |
0.9638 |
0.9498 |
|
| R3 |
0.9601 |
0.9566 |
0.9478 |
|
| R2 |
0.9529 |
0.9529 |
0.9471 |
|
| R1 |
0.9494 |
0.9494 |
0.9465 |
0.9476 |
| PP |
0.9457 |
0.9457 |
0.9457 |
0.9448 |
| S1 |
0.9422 |
0.9422 |
0.9451 |
0.9404 |
| S2 |
0.9385 |
0.9385 |
0.9445 |
|
| S3 |
0.9313 |
0.9350 |
0.9438 |
|
| S4 |
0.9241 |
0.9278 |
0.9418 |
|
|
| 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 |
0.9758 |
0.9421 |
0.0337 |
3.6% |
0.0108 |
1.1% |
11% |
False |
True |
82,543 |
| 10 |
0.9780 |
0.9421 |
0.0359 |
3.8% |
0.0101 |
1.1% |
10% |
False |
True |
75,617 |
| 20 |
0.9780 |
0.9421 |
0.0359 |
3.8% |
0.0097 |
1.0% |
10% |
False |
True |
62,168 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.0% |
0.0106 |
1.1% |
32% |
False |
False |
48,068 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0109 |
1.2% |
43% |
False |
False |
32,187 |
| 80 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0109 |
1.2% |
48% |
False |
False |
24,197 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0102 |
1.1% |
57% |
False |
False |
19,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9799 |
|
2.618 |
0.9681 |
|
1.618 |
0.9609 |
|
1.000 |
0.9565 |
|
0.618 |
0.9537 |
|
HIGH |
0.9493 |
|
0.618 |
0.9465 |
|
0.500 |
0.9457 |
|
0.382 |
0.9449 |
|
LOW |
0.9421 |
|
0.618 |
0.9377 |
|
1.000 |
0.9349 |
|
1.618 |
0.9305 |
|
2.618 |
0.9233 |
|
4.250 |
0.9115 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9458 |
0.9500 |
| PP |
0.9457 |
0.9486 |
| S1 |
0.9457 |
0.9472 |
|