CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9480 |
0.9549 |
0.0069 |
0.7% |
0.9538 |
| High |
0.9566 |
0.9660 |
0.0094 |
1.0% |
0.9650 |
| Low |
0.9475 |
0.9508 |
0.0033 |
0.3% |
0.9452 |
| Close |
0.9562 |
0.9594 |
0.0032 |
0.3% |
0.9562 |
| Range |
0.0091 |
0.0152 |
0.0061 |
67.0% |
0.0198 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
3.1% |
0.0000 |
| Volume |
61,432 |
32,266 |
-29,166 |
-47.5% |
150,311 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
0.9971 |
0.9678 |
|
| R3 |
0.9891 |
0.9819 |
0.9636 |
|
| R2 |
0.9739 |
0.9739 |
0.9622 |
|
| R1 |
0.9667 |
0.9667 |
0.9608 |
0.9703 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9606 |
| S1 |
0.9515 |
0.9515 |
0.9580 |
0.9551 |
| S2 |
0.9435 |
0.9435 |
0.9566 |
|
| S3 |
0.9283 |
0.9363 |
0.9552 |
|
| S4 |
0.9131 |
0.9211 |
0.9510 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0053 |
0.9671 |
|
| R3 |
0.9951 |
0.9855 |
0.9616 |
|
| R2 |
0.9753 |
0.9753 |
0.9598 |
|
| R1 |
0.9657 |
0.9657 |
0.9580 |
0.9705 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9579 |
| S1 |
0.9459 |
0.9459 |
0.9544 |
0.9507 |
| S2 |
0.9357 |
0.9357 |
0.9526 |
|
| S3 |
0.9159 |
0.9261 |
0.9508 |
|
| S4 |
0.8961 |
0.9063 |
0.9453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9660 |
0.9452 |
0.0208 |
2.2% |
0.0106 |
1.1% |
68% |
True |
False |
36,515 |
| 10 |
0.9660 |
0.9303 |
0.0357 |
3.7% |
0.0099 |
1.0% |
82% |
True |
False |
52,615 |
| 20 |
0.9660 |
0.9303 |
0.0357 |
3.7% |
0.0108 |
1.1% |
82% |
True |
False |
45,408 |
| 40 |
0.9660 |
0.9280 |
0.0380 |
4.0% |
0.0110 |
1.1% |
83% |
True |
False |
23,064 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0113 |
1.2% |
66% |
False |
False |
15,474 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0107 |
1.1% |
71% |
False |
False |
11,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0306 |
|
2.618 |
1.0058 |
|
1.618 |
0.9906 |
|
1.000 |
0.9812 |
|
0.618 |
0.9754 |
|
HIGH |
0.9660 |
|
0.618 |
0.9602 |
|
0.500 |
0.9584 |
|
0.382 |
0.9566 |
|
LOW |
0.9508 |
|
0.618 |
0.9414 |
|
1.000 |
0.9356 |
|
1.618 |
0.9262 |
|
2.618 |
0.9110 |
|
4.250 |
0.8862 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9591 |
0.9581 |
| PP |
0.9587 |
0.9569 |
| S1 |
0.9584 |
0.9556 |
|