CME Canadian Dollar Future June 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 |
0.9475 |
0.9401 |
-0.0074 |
-0.8% |
0.9702 |
| High |
0.9475 |
0.9418 |
-0.0057 |
-0.6% |
0.9755 |
| Low |
0.9355 |
0.9354 |
-0.0001 |
0.0% |
0.9430 |
| Close |
0.9429 |
0.9381 |
-0.0048 |
-0.5% |
0.9444 |
| Range |
0.0120 |
0.0064 |
-0.0056 |
-46.7% |
0.0325 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
152 |
373 |
221 |
145.4% |
902 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9576 |
0.9543 |
0.9416 |
|
| R3 |
0.9512 |
0.9479 |
0.9399 |
|
| R2 |
0.9448 |
0.9448 |
0.9393 |
|
| R1 |
0.9415 |
0.9415 |
0.9387 |
0.9400 |
| PP |
0.9384 |
0.9384 |
0.9384 |
0.9377 |
| S1 |
0.9351 |
0.9351 |
0.9375 |
0.9336 |
| S2 |
0.9320 |
0.9320 |
0.9369 |
|
| S3 |
0.9256 |
0.9287 |
0.9363 |
|
| S4 |
0.9192 |
0.9223 |
0.9346 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0306 |
0.9623 |
|
| R3 |
1.0193 |
0.9981 |
0.9533 |
|
| R2 |
0.9868 |
0.9868 |
0.9504 |
|
| R1 |
0.9656 |
0.9656 |
0.9474 |
0.9600 |
| PP |
0.9543 |
0.9543 |
0.9543 |
0.9515 |
| S1 |
0.9331 |
0.9331 |
0.9414 |
0.9275 |
| S2 |
0.9218 |
0.9218 |
0.9384 |
|
| S3 |
0.8893 |
0.9006 |
0.9355 |
|
| S4 |
0.8568 |
0.8681 |
0.9265 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9690 |
|
2.618 |
0.9586 |
|
1.618 |
0.9522 |
|
1.000 |
0.9482 |
|
0.618 |
0.9458 |
|
HIGH |
0.9418 |
|
0.618 |
0.9394 |
|
0.500 |
0.9386 |
|
0.382 |
0.9378 |
|
LOW |
0.9354 |
|
0.618 |
0.9314 |
|
1.000 |
0.9290 |
|
1.618 |
0.9250 |
|
2.618 |
0.9186 |
|
4.250 |
0.9082 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9386 |
0.9422 |
| PP |
0.9384 |
0.9408 |
| S1 |
0.9383 |
0.9395 |
|