CME Canadian Dollar Future September 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 |
0.9701 |
0.9703 |
0.0002 |
0.0% |
0.9634 |
High |
0.9701 |
0.9750 |
0.0049 |
0.5% |
0.9705 |
Low |
0.9701 |
0.9703 |
0.0002 |
0.0% |
0.9615 |
Close |
0.9699 |
0.9772 |
0.0073 |
0.8% |
0.9687 |
Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0090 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
11 |
3 |
-8 |
-72.7% |
82 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9883 |
0.9874 |
0.9798 |
|
R3 |
0.9836 |
0.9827 |
0.9785 |
|
R2 |
0.9789 |
0.9789 |
0.9781 |
|
R1 |
0.9780 |
0.9780 |
0.9776 |
0.9785 |
PP |
0.9742 |
0.9742 |
0.9742 |
0.9744 |
S1 |
0.9733 |
0.9733 |
0.9768 |
0.9738 |
S2 |
0.9695 |
0.9695 |
0.9763 |
|
S3 |
0.9648 |
0.9686 |
0.9759 |
|
S4 |
0.9601 |
0.9639 |
0.9746 |
|
|
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 |
0.9750 |
0.9600 |
0.0150 |
1.5% |
0.0037 |
0.4% |
115% |
True |
False |
14 |
10 |
0.9750 |
0.9558 |
0.0192 |
2.0% |
0.0031 |
0.3% |
111% |
True |
False |
18 |
20 |
0.9750 |
0.9338 |
0.0412 |
4.2% |
0.0026 |
0.3% |
105% |
True |
False |
17 |
40 |
0.9750 |
0.9311 |
0.0439 |
4.5% |
0.0024 |
0.2% |
105% |
True |
False |
19 |
60 |
0.9750 |
0.9255 |
0.0495 |
5.1% |
0.0018 |
0.2% |
104% |
True |
False |
15 |
80 |
0.9750 |
0.9100 |
0.0650 |
6.7% |
0.0017 |
0.2% |
103% |
True |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9950 |
2.618 |
0.9873 |
1.618 |
0.9826 |
1.000 |
0.9797 |
0.618 |
0.9779 |
HIGH |
0.9750 |
0.618 |
0.9732 |
0.500 |
0.9727 |
0.382 |
0.9721 |
LOW |
0.9703 |
0.618 |
0.9674 |
1.000 |
0.9656 |
1.618 |
0.9627 |
2.618 |
0.9580 |
4.250 |
0.9503 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9757 |
0.9740 |
PP |
0.9742 |
0.9707 |
S1 |
0.9727 |
0.9675 |
|