CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9519 |
-0.0081 |
-0.8% |
0.9740 |
| High |
0.9600 |
0.9519 |
-0.0081 |
-0.8% |
0.9755 |
| Low |
0.9535 |
0.9516 |
-0.0019 |
-0.2% |
0.9600 |
| Close |
0.9543 |
0.9515 |
-0.0028 |
-0.3% |
0.9701 |
| Range |
0.0065 |
0.0003 |
-0.0062 |
-95.4% |
0.0155 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
6 |
25 |
19 |
316.7% |
74 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9526 |
0.9523 |
0.9517 |
|
| R3 |
0.9523 |
0.9520 |
0.9516 |
|
| R2 |
0.9520 |
0.9520 |
0.9516 |
|
| R1 |
0.9517 |
0.9517 |
0.9515 |
0.9517 |
| PP |
0.9517 |
0.9517 |
0.9517 |
0.9517 |
| S1 |
0.9514 |
0.9514 |
0.9515 |
0.9514 |
| S2 |
0.9514 |
0.9514 |
0.9514 |
|
| S3 |
0.9511 |
0.9511 |
0.9514 |
|
| S4 |
0.9508 |
0.9508 |
0.9513 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0081 |
0.9786 |
|
| R3 |
0.9995 |
0.9926 |
0.9744 |
|
| R2 |
0.9840 |
0.9840 |
0.9729 |
|
| R1 |
0.9771 |
0.9771 |
0.9715 |
0.9728 |
| PP |
0.9685 |
0.9685 |
0.9685 |
0.9664 |
| S1 |
0.9616 |
0.9616 |
0.9687 |
0.9573 |
| S2 |
0.9530 |
0.9530 |
0.9673 |
|
| S3 |
0.9375 |
0.9461 |
0.9658 |
|
| S4 |
0.9220 |
0.9306 |
0.9616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9755 |
0.9516 |
0.0239 |
2.5% |
0.0023 |
0.2% |
0% |
False |
True |
12 |
| 10 |
0.9755 |
0.9516 |
0.0239 |
2.5% |
0.0029 |
0.3% |
0% |
False |
True |
15 |
| 20 |
0.9755 |
0.9437 |
0.0318 |
3.3% |
0.0025 |
0.3% |
25% |
False |
False |
18 |
| 40 |
0.9755 |
0.9311 |
0.0444 |
4.7% |
0.0024 |
0.3% |
46% |
False |
False |
20 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0018 |
0.2% |
52% |
False |
False |
15 |
| 80 |
0.9755 |
0.9220 |
0.0535 |
5.6% |
0.0016 |
0.2% |
55% |
False |
False |
13 |
| 100 |
0.9755 |
0.9024 |
0.0731 |
7.7% |
0.0016 |
0.2% |
67% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9532 |
|
2.618 |
0.9527 |
|
1.618 |
0.9524 |
|
1.000 |
0.9522 |
|
0.618 |
0.9521 |
|
HIGH |
0.9519 |
|
0.618 |
0.9518 |
|
0.500 |
0.9518 |
|
0.382 |
0.9517 |
|
LOW |
0.9516 |
|
0.618 |
0.9514 |
|
1.000 |
0.9513 |
|
1.618 |
0.9511 |
|
2.618 |
0.9508 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9518 |
0.9604 |
| PP |
0.9517 |
0.9574 |
| S1 |
0.9516 |
0.9545 |
|