CME Canadian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9768 |
0.0063 |
0.6% |
0.9725 |
| High |
0.9775 |
0.9770 |
-0.0005 |
-0.1% |
0.9775 |
| Low |
0.9688 |
0.9698 |
0.0010 |
0.1% |
0.9602 |
| Close |
0.9776 |
0.9705 |
-0.0071 |
-0.7% |
0.9705 |
| Range |
0.0087 |
0.0072 |
-0.0015 |
-17.2% |
0.0173 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
150 |
134 |
-16 |
-10.7% |
1,318 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9895 |
0.9745 |
|
| R3 |
0.9868 |
0.9823 |
0.9725 |
|
| R2 |
0.9796 |
0.9796 |
0.9718 |
|
| R1 |
0.9751 |
0.9751 |
0.9712 |
0.9738 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9718 |
| S1 |
0.9679 |
0.9679 |
0.9698 |
0.9666 |
| S2 |
0.9652 |
0.9652 |
0.9692 |
|
| S3 |
0.9580 |
0.9607 |
0.9685 |
|
| S4 |
0.9508 |
0.9535 |
0.9665 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0132 |
0.9800 |
|
| R3 |
1.0040 |
0.9959 |
0.9753 |
|
| R2 |
0.9867 |
0.9867 |
0.9737 |
|
| R1 |
0.9786 |
0.9786 |
0.9721 |
0.9740 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9671 |
| S1 |
0.9613 |
0.9613 |
0.9689 |
0.9567 |
| S2 |
0.9521 |
0.9521 |
0.9673 |
|
| S3 |
0.9348 |
0.9440 |
0.9657 |
|
| S4 |
0.9175 |
0.9267 |
0.9610 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
0.9958 |
|
1.618 |
0.9886 |
|
1.000 |
0.9842 |
|
0.618 |
0.9814 |
|
HIGH |
0.9770 |
|
0.618 |
0.9742 |
|
0.500 |
0.9734 |
|
0.382 |
0.9726 |
|
LOW |
0.9698 |
|
0.618 |
0.9654 |
|
1.000 |
0.9626 |
|
1.618 |
0.9582 |
|
2.618 |
0.9510 |
|
4.250 |
0.9392 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9734 |
0.9700 |
| PP |
0.9724 |
0.9695 |
| S1 |
0.9715 |
0.9690 |
|