CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9549 |
0.9602 |
0.0053 |
0.6% |
0.9538 |
| High |
0.9660 |
0.9675 |
0.0015 |
0.2% |
0.9650 |
| Low |
0.9508 |
0.9594 |
0.0086 |
0.9% |
0.9452 |
| Close |
0.9594 |
0.9619 |
0.0025 |
0.3% |
0.9562 |
| Range |
0.0152 |
0.0081 |
-0.0071 |
-46.7% |
0.0198 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
32,266 |
65,261 |
32,995 |
102.3% |
150,311 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9827 |
0.9664 |
|
| R3 |
0.9791 |
0.9746 |
0.9641 |
|
| R2 |
0.9710 |
0.9710 |
0.9634 |
|
| R1 |
0.9665 |
0.9665 |
0.9626 |
0.9688 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9641 |
| S1 |
0.9584 |
0.9584 |
0.9612 |
0.9607 |
| S2 |
0.9548 |
0.9548 |
0.9604 |
|
| S3 |
0.9467 |
0.9503 |
0.9597 |
|
| S4 |
0.9386 |
0.9422 |
0.9574 |
|
|
| 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 |
0.9675 |
0.9452 |
0.0223 |
2.3% |
0.0107 |
1.1% |
75% |
True |
False |
45,024 |
| 10 |
0.9675 |
0.9322 |
0.0353 |
3.7% |
0.0095 |
1.0% |
84% |
True |
False |
52,057 |
| 20 |
0.9675 |
0.9303 |
0.0372 |
3.9% |
0.0106 |
1.1% |
85% |
True |
False |
48,528 |
| 40 |
0.9675 |
0.9280 |
0.0395 |
4.1% |
0.0111 |
1.2% |
86% |
True |
False |
24,691 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0114 |
1.2% |
70% |
False |
False |
16,559 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0107 |
1.1% |
75% |
False |
False |
12,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0019 |
|
2.618 |
0.9887 |
|
1.618 |
0.9806 |
|
1.000 |
0.9756 |
|
0.618 |
0.9725 |
|
HIGH |
0.9675 |
|
0.618 |
0.9644 |
|
0.500 |
0.9635 |
|
0.382 |
0.9625 |
|
LOW |
0.9594 |
|
0.618 |
0.9544 |
|
1.000 |
0.9513 |
|
1.618 |
0.9463 |
|
2.618 |
0.9382 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9635 |
0.9604 |
| PP |
0.9629 |
0.9590 |
| S1 |
0.9624 |
0.9575 |
|