CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9624 |
0.9701 |
0.0077 |
0.8% |
0.9634 |
| High |
0.9624 |
0.9701 |
0.0077 |
0.8% |
0.9705 |
| Low |
0.9600 |
0.9701 |
0.0101 |
1.1% |
0.9615 |
| Close |
0.9630 |
0.9699 |
0.0069 |
0.7% |
0.9687 |
| Range |
0.0024 |
0.0000 |
-0.0024 |
-100.0% |
0.0090 |
| ATR |
0.0064 |
0.0065 |
0.0000 |
0.8% |
0.0000 |
| Volume |
16 |
11 |
-5 |
-31.3% |
82 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9700 |
0.9699 |
|
| R3 |
0.9700 |
0.9700 |
0.9699 |
|
| R2 |
0.9700 |
0.9700 |
0.9699 |
|
| R1 |
0.9700 |
0.9700 |
0.9699 |
0.9700 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9701 |
| S1 |
0.9700 |
0.9700 |
0.9699 |
0.9700 |
| S2 |
0.9700 |
0.9700 |
0.9699 |
|
| S3 |
0.9700 |
0.9700 |
0.9699 |
|
| S4 |
0.9700 |
0.9700 |
0.9699 |
|
|
| 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 |
0.9600 |
0.0140 |
1.4% |
0.0035 |
0.4% |
71% |
False |
False |
18 |
| 10 |
0.9740 |
0.9499 |
0.0241 |
2.5% |
0.0029 |
0.3% |
83% |
False |
False |
20 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.1% |
0.0023 |
0.2% |
90% |
False |
False |
17 |
| 40 |
0.9740 |
0.9311 |
0.0429 |
4.4% |
0.0023 |
0.2% |
90% |
False |
False |
19 |
| 60 |
0.9740 |
0.9255 |
0.0485 |
5.0% |
0.0018 |
0.2% |
92% |
False |
False |
15 |
| 80 |
0.9740 |
0.9100 |
0.0640 |
6.6% |
0.0017 |
0.2% |
94% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9701 |
|
2.618 |
0.9701 |
|
1.618 |
0.9701 |
|
1.000 |
0.9701 |
|
0.618 |
0.9701 |
|
HIGH |
0.9701 |
|
0.618 |
0.9701 |
|
0.500 |
0.9701 |
|
0.382 |
0.9701 |
|
LOW |
0.9701 |
|
0.618 |
0.9701 |
|
1.000 |
0.9701 |
|
1.618 |
0.9701 |
|
2.618 |
0.9701 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9689 |
| PP |
0.9700 |
0.9680 |
| S1 |
0.9700 |
0.9670 |
|