CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9407 |
-0.0047 |
-0.5% |
0.9710 |
| High |
0.9482 |
0.9424 |
-0.0058 |
-0.6% |
0.9758 |
| Low |
0.9352 |
0.9354 |
0.0002 |
0.0% |
0.9430 |
| Close |
0.9429 |
0.9381 |
-0.0048 |
-0.5% |
0.9444 |
| Range |
0.0130 |
0.0070 |
-0.0060 |
-46.2% |
0.0328 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
62,406 |
76,331 |
13,925 |
22.3% |
323,020 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9559 |
0.9420 |
|
| R3 |
0.9526 |
0.9489 |
0.9400 |
|
| R2 |
0.9456 |
0.9456 |
0.9394 |
|
| R1 |
0.9419 |
0.9419 |
0.9387 |
0.9403 |
| PP |
0.9386 |
0.9386 |
0.9386 |
0.9378 |
| S1 |
0.9349 |
0.9349 |
0.9375 |
0.9333 |
| S2 |
0.9316 |
0.9316 |
0.9368 |
|
| S3 |
0.9246 |
0.9279 |
0.9362 |
|
| S4 |
0.9176 |
0.9209 |
0.9343 |
|
|
| 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 |
0.9579 |
0.9352 |
0.0227 |
2.4% |
0.0095 |
1.0% |
13% |
False |
False |
84,348 |
| 10 |
0.9780 |
0.9352 |
0.0428 |
4.6% |
0.0103 |
1.1% |
7% |
False |
False |
76,072 |
| 20 |
0.9780 |
0.9352 |
0.0428 |
4.6% |
0.0101 |
1.1% |
7% |
False |
False |
65,274 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0107 |
1.1% |
16% |
False |
False |
51,501 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0109 |
1.2% |
29% |
False |
False |
34,489 |
| 80 |
0.9792 |
0.9148 |
0.0644 |
6.9% |
0.0110 |
1.2% |
36% |
False |
False |
25,929 |
| 100 |
0.9792 |
0.9056 |
0.0736 |
7.8% |
0.0103 |
1.1% |
44% |
False |
False |
20,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9722 |
|
2.618 |
0.9607 |
|
1.618 |
0.9537 |
|
1.000 |
0.9494 |
|
0.618 |
0.9467 |
|
HIGH |
0.9424 |
|
0.618 |
0.9397 |
|
0.500 |
0.9389 |
|
0.382 |
0.9381 |
|
LOW |
0.9354 |
|
0.618 |
0.9311 |
|
1.000 |
0.9284 |
|
1.618 |
0.9241 |
|
2.618 |
0.9171 |
|
4.250 |
0.9057 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9389 |
0.9423 |
| PP |
0.9386 |
0.9409 |
| S1 |
0.9384 |
0.9395 |
|