CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9705 |
0.0070 |
0.7% |
0.9557 |
| High |
0.9705 |
0.9775 |
0.0070 |
0.7% |
0.9707 |
| Low |
0.9605 |
0.9688 |
0.0083 |
0.9% |
0.9557 |
| Close |
0.9702 |
0.9776 |
0.0074 |
0.8% |
0.9690 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-13.0% |
0.0150 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
221 |
150 |
-71 |
-32.1% |
1,238 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0007 |
0.9979 |
0.9824 |
|
| R3 |
0.9920 |
0.9892 |
0.9800 |
|
| R2 |
0.9833 |
0.9833 |
0.9792 |
|
| R1 |
0.9805 |
0.9805 |
0.9784 |
0.9819 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9754 |
| S1 |
0.9718 |
0.9718 |
0.9768 |
0.9732 |
| S2 |
0.9659 |
0.9659 |
0.9760 |
|
| S3 |
0.9572 |
0.9631 |
0.9752 |
|
| S4 |
0.9485 |
0.9544 |
0.9728 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0046 |
0.9773 |
|
| R3 |
0.9951 |
0.9896 |
0.9731 |
|
| R2 |
0.9801 |
0.9801 |
0.9718 |
|
| R1 |
0.9746 |
0.9746 |
0.9704 |
0.9774 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9665 |
| S1 |
0.9596 |
0.9596 |
0.9676 |
0.9624 |
| S2 |
0.9501 |
0.9501 |
0.9663 |
|
| S3 |
0.9351 |
0.9446 |
0.9649 |
|
| S4 |
0.9201 |
0.9296 |
0.9608 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0003 |
|
1.618 |
0.9916 |
|
1.000 |
0.9862 |
|
0.618 |
0.9829 |
|
HIGH |
0.9775 |
|
0.618 |
0.9742 |
|
0.500 |
0.9732 |
|
0.382 |
0.9721 |
|
LOW |
0.9688 |
|
0.618 |
0.9634 |
|
1.000 |
0.9601 |
|
1.618 |
0.9547 |
|
2.618 |
0.9460 |
|
4.250 |
0.9318 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9761 |
0.9747 |
| PP |
0.9746 |
0.9718 |
| S1 |
0.9732 |
0.9689 |
|