CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9519 |
0.9475 |
-0.0044 |
-0.5% |
0.9692 |
| High |
0.9519 |
0.9488 |
-0.0031 |
-0.3% |
0.9692 |
| Low |
0.9516 |
0.9450 |
-0.0066 |
-0.7% |
0.9450 |
| Close |
0.9515 |
0.9441 |
-0.0074 |
-0.8% |
0.9441 |
| Range |
0.0003 |
0.0038 |
0.0035 |
1,166.7% |
0.0242 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.4% |
0.0000 |
| Volume |
25 |
9 |
-16 |
-64.0% |
46 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9574 |
0.9545 |
0.9462 |
|
| R3 |
0.9536 |
0.9507 |
0.9451 |
|
| R2 |
0.9498 |
0.9498 |
0.9448 |
|
| R1 |
0.9469 |
0.9469 |
0.9444 |
0.9465 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9457 |
| S1 |
0.9431 |
0.9431 |
0.9438 |
0.9427 |
| S2 |
0.9422 |
0.9422 |
0.9434 |
|
| S3 |
0.9384 |
0.9393 |
0.9431 |
|
| S4 |
0.9346 |
0.9355 |
0.9420 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0089 |
0.9574 |
|
| R3 |
1.0012 |
0.9847 |
0.9508 |
|
| R2 |
0.9770 |
0.9770 |
0.9485 |
|
| R1 |
0.9605 |
0.9605 |
0.9463 |
0.9567 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9508 |
| S1 |
0.9363 |
0.9363 |
0.9419 |
0.9325 |
| S2 |
0.9286 |
0.9286 |
0.9397 |
|
| S3 |
0.9044 |
0.9121 |
0.9374 |
|
| S4 |
0.8802 |
0.8879 |
0.9308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9755 |
0.9450 |
0.0305 |
3.2% |
0.0021 |
0.2% |
-3% |
False |
True |
13 |
| 10 |
0.9755 |
0.9450 |
0.0305 |
3.2% |
0.0029 |
0.3% |
-3% |
False |
True |
14 |
| 20 |
0.9755 |
0.9450 |
0.0305 |
3.2% |
0.0027 |
0.3% |
-3% |
False |
True |
18 |
| 40 |
0.9755 |
0.9311 |
0.0444 |
4.7% |
0.0025 |
0.3% |
29% |
False |
False |
20 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0019 |
0.2% |
37% |
False |
False |
15 |
| 80 |
0.9755 |
0.9220 |
0.0535 |
5.7% |
0.0017 |
0.2% |
41% |
False |
False |
13 |
| 100 |
0.9755 |
0.9024 |
0.0731 |
7.7% |
0.0016 |
0.2% |
57% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9650 |
|
2.618 |
0.9587 |
|
1.618 |
0.9549 |
|
1.000 |
0.9526 |
|
0.618 |
0.9511 |
|
HIGH |
0.9488 |
|
0.618 |
0.9473 |
|
0.500 |
0.9469 |
|
0.382 |
0.9465 |
|
LOW |
0.9450 |
|
0.618 |
0.9427 |
|
1.000 |
0.9412 |
|
1.618 |
0.9389 |
|
2.618 |
0.9351 |
|
4.250 |
0.9289 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9469 |
0.9525 |
| PP |
0.9460 |
0.9497 |
| S1 |
0.9450 |
0.9469 |
|