CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9406 |
0.0006 |
0.1% |
0.9692 |
| High |
0.9400 |
0.9406 |
0.0006 |
0.1% |
0.9692 |
| Low |
0.9365 |
0.9380 |
0.0015 |
0.2% |
0.9450 |
| Close |
0.9378 |
0.9385 |
0.0007 |
0.1% |
0.9441 |
| Range |
0.0035 |
0.0026 |
-0.0009 |
-25.7% |
0.0242 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
38 |
60 |
22 |
57.9% |
46 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9453 |
0.9399 |
|
| R3 |
0.9442 |
0.9427 |
0.9392 |
|
| R2 |
0.9416 |
0.9416 |
0.9390 |
|
| R1 |
0.9401 |
0.9401 |
0.9387 |
0.9396 |
| PP |
0.9390 |
0.9390 |
0.9390 |
0.9388 |
| S1 |
0.9375 |
0.9375 |
0.9383 |
0.9370 |
| S2 |
0.9364 |
0.9364 |
0.9380 |
|
| S3 |
0.9338 |
0.9349 |
0.9378 |
|
| S4 |
0.9312 |
0.9323 |
0.9371 |
|
|
| 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 |
0.9488 |
0.9358 |
0.0130 |
1.4% |
0.0038 |
0.4% |
21% |
False |
False |
27 |
| 10 |
0.9755 |
0.9358 |
0.0397 |
4.2% |
0.0030 |
0.3% |
7% |
False |
False |
20 |
| 20 |
0.9755 |
0.9358 |
0.0397 |
4.2% |
0.0029 |
0.3% |
7% |
False |
False |
20 |
| 40 |
0.9755 |
0.9338 |
0.0417 |
4.4% |
0.0023 |
0.2% |
11% |
False |
False |
21 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0020 |
0.2% |
26% |
False |
False |
16 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0019 |
0.2% |
26% |
False |
False |
14 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0018 |
0.2% |
44% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9517 |
|
2.618 |
0.9474 |
|
1.618 |
0.9448 |
|
1.000 |
0.9432 |
|
0.618 |
0.9422 |
|
HIGH |
0.9406 |
|
0.618 |
0.9396 |
|
0.500 |
0.9393 |
|
0.382 |
0.9390 |
|
LOW |
0.9380 |
|
0.618 |
0.9364 |
|
1.000 |
0.9354 |
|
1.618 |
0.9338 |
|
2.618 |
0.9312 |
|
4.250 |
0.9270 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9393 |
0.9392 |
| PP |
0.9390 |
0.9389 |
| S1 |
0.9388 |
0.9387 |
|