CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9375 |
-0.0024 |
-0.3% |
0.9462 |
| High |
0.9471 |
0.9412 |
-0.0059 |
-0.6% |
0.9493 |
| Low |
0.9371 |
0.9338 |
-0.0033 |
-0.4% |
0.9338 |
| Close |
0.9388 |
0.9350 |
-0.0038 |
-0.4% |
0.9350 |
| Range |
0.0100 |
0.0074 |
-0.0026 |
-26.0% |
0.0155 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
72,065 |
82,397 |
10,332 |
14.3% |
382,897 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9589 |
0.9543 |
0.9391 |
|
| R3 |
0.9515 |
0.9469 |
0.9370 |
|
| R2 |
0.9441 |
0.9441 |
0.9364 |
|
| R1 |
0.9395 |
0.9395 |
0.9357 |
0.9381 |
| PP |
0.9367 |
0.9367 |
0.9367 |
0.9360 |
| S1 |
0.9321 |
0.9321 |
0.9343 |
0.9307 |
| S2 |
0.9293 |
0.9293 |
0.9336 |
|
| S3 |
0.9219 |
0.9247 |
0.9330 |
|
| S4 |
0.9145 |
0.9173 |
0.9309 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9859 |
0.9759 |
0.9435 |
|
| R3 |
0.9704 |
0.9604 |
0.9393 |
|
| R2 |
0.9549 |
0.9549 |
0.9378 |
|
| R1 |
0.9449 |
0.9449 |
0.9364 |
0.9422 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9380 |
| S1 |
0.9294 |
0.9294 |
0.9336 |
0.9267 |
| S2 |
0.9239 |
0.9239 |
0.9322 |
|
| S3 |
0.9084 |
0.9139 |
0.9307 |
|
| S4 |
0.8929 |
0.8984 |
0.9265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9493 |
0.9338 |
0.0155 |
1.7% |
0.0089 |
1.0% |
8% |
False |
True |
76,579 |
| 10 |
0.9778 |
0.9338 |
0.0440 |
4.7% |
0.0100 |
1.1% |
3% |
False |
True |
76,989 |
| 20 |
0.9780 |
0.9338 |
0.0442 |
4.7% |
0.0099 |
1.1% |
3% |
False |
True |
69,689 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0103 |
1.1% |
10% |
False |
False |
55,302 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0107 |
1.1% |
24% |
False |
False |
37,056 |
| 80 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0109 |
1.2% |
23% |
False |
False |
27,858 |
| 100 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0104 |
1.1% |
36% |
False |
False |
22,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9727 |
|
2.618 |
0.9606 |
|
1.618 |
0.9532 |
|
1.000 |
0.9486 |
|
0.618 |
0.9458 |
|
HIGH |
0.9412 |
|
0.618 |
0.9384 |
|
0.500 |
0.9375 |
|
0.382 |
0.9366 |
|
LOW |
0.9338 |
|
0.618 |
0.9292 |
|
1.000 |
0.9264 |
|
1.618 |
0.9218 |
|
2.618 |
0.9144 |
|
4.250 |
0.9024 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9375 |
0.9405 |
| PP |
0.9367 |
0.9386 |
| S1 |
0.9358 |
0.9368 |
|