CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9407 |
0.9399 |
-0.0008 |
-0.1% |
0.9710 |
| High |
0.9424 |
0.9471 |
0.0047 |
0.5% |
0.9758 |
| Low |
0.9354 |
0.9371 |
0.0017 |
0.2% |
0.9430 |
| Close |
0.9381 |
0.9388 |
0.0007 |
0.1% |
0.9444 |
| Range |
0.0070 |
0.0100 |
0.0030 |
42.9% |
0.0328 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
76,331 |
72,065 |
-4,266 |
-5.6% |
323,020 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9649 |
0.9443 |
|
| R3 |
0.9610 |
0.9549 |
0.9416 |
|
| R2 |
0.9510 |
0.9510 |
0.9406 |
|
| R1 |
0.9449 |
0.9449 |
0.9397 |
0.9430 |
| PP |
0.9410 |
0.9410 |
0.9410 |
0.9400 |
| S1 |
0.9349 |
0.9349 |
0.9379 |
0.9330 |
| S2 |
0.9310 |
0.9310 |
0.9370 |
|
| S3 |
0.9210 |
0.9249 |
0.9361 |
|
| S4 |
0.9110 |
0.9149 |
0.9333 |
|
|
| 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 |
0.9556 |
0.9352 |
0.0204 |
2.2% |
0.0100 |
1.1% |
18% |
False |
False |
78,300 |
| 10 |
0.9780 |
0.9352 |
0.0428 |
4.6% |
0.0102 |
1.1% |
8% |
False |
False |
76,309 |
| 20 |
0.9780 |
0.9352 |
0.0428 |
4.6% |
0.0102 |
1.1% |
8% |
False |
False |
67,573 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0103 |
1.1% |
18% |
False |
False |
53,275 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0108 |
1.2% |
30% |
False |
False |
35,686 |
| 80 |
0.9792 |
0.9148 |
0.0644 |
6.9% |
0.0109 |
1.2% |
37% |
False |
False |
26,829 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0104 |
1.1% |
42% |
False |
False |
21,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9896 |
|
2.618 |
0.9733 |
|
1.618 |
0.9633 |
|
1.000 |
0.9571 |
|
0.618 |
0.9533 |
|
HIGH |
0.9471 |
|
0.618 |
0.9433 |
|
0.500 |
0.9421 |
|
0.382 |
0.9409 |
|
LOW |
0.9371 |
|
0.618 |
0.9309 |
|
1.000 |
0.9271 |
|
1.618 |
0.9209 |
|
2.618 |
0.9109 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9421 |
0.9417 |
| PP |
0.9410 |
0.9407 |
| S1 |
0.9399 |
0.9398 |
|