CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9665 |
0.9740 |
0.0075 |
0.8% |
0.9634 |
| High |
0.9705 |
0.9740 |
0.0035 |
0.4% |
0.9705 |
| Low |
0.9651 |
0.9681 |
0.0030 |
0.3% |
0.9615 |
| Close |
0.9687 |
0.9674 |
-0.0013 |
-0.1% |
0.9687 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0090 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
21 |
23 |
2 |
9.5% |
82 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9875 |
0.9834 |
0.9706 |
|
| R3 |
0.9816 |
0.9775 |
0.9690 |
|
| R2 |
0.9757 |
0.9757 |
0.9685 |
|
| R1 |
0.9716 |
0.9716 |
0.9679 |
0.9707 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9694 |
| S1 |
0.9657 |
0.9657 |
0.9669 |
0.9648 |
| S2 |
0.9639 |
0.9639 |
0.9663 |
|
| S3 |
0.9580 |
0.9598 |
0.9658 |
|
| S4 |
0.9521 |
0.9539 |
0.9642 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9903 |
0.9737 |
|
| R3 |
0.9849 |
0.9813 |
0.9712 |
|
| R2 |
0.9759 |
0.9759 |
0.9704 |
|
| R1 |
0.9723 |
0.9723 |
0.9695 |
0.9741 |
| PP |
0.9669 |
0.9669 |
0.9669 |
0.9678 |
| S1 |
0.9633 |
0.9633 |
0.9679 |
0.9651 |
| S2 |
0.9579 |
0.9579 |
0.9671 |
|
| S3 |
0.9489 |
0.9543 |
0.9662 |
|
| S4 |
0.9399 |
0.9453 |
0.9638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9740 |
0.9615 |
0.0125 |
1.3% |
0.0046 |
0.5% |
47% |
True |
False |
20 |
| 10 |
0.9740 |
0.9499 |
0.0241 |
2.5% |
0.0031 |
0.3% |
73% |
True |
False |
19 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.2% |
0.0022 |
0.2% |
84% |
True |
False |
17 |
| 40 |
0.9740 |
0.9311 |
0.0429 |
4.4% |
0.0022 |
0.2% |
85% |
True |
False |
18 |
| 60 |
0.9740 |
0.9255 |
0.0485 |
5.0% |
0.0018 |
0.2% |
86% |
True |
False |
15 |
| 80 |
0.9740 |
0.9100 |
0.0640 |
6.6% |
0.0016 |
0.2% |
90% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9991 |
|
2.618 |
0.9894 |
|
1.618 |
0.9835 |
|
1.000 |
0.9799 |
|
0.618 |
0.9776 |
|
HIGH |
0.9740 |
|
0.618 |
0.9717 |
|
0.500 |
0.9711 |
|
0.382 |
0.9704 |
|
LOW |
0.9681 |
|
0.618 |
0.9645 |
|
1.000 |
0.9622 |
|
1.618 |
0.9586 |
|
2.618 |
0.9527 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9696 |
| PP |
0.9698 |
0.9688 |
| S1 |
0.9686 |
0.9681 |
|