CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9665 |
0.9703 |
0.0038 |
0.4% |
0.9549 |
| High |
0.9725 |
0.9755 |
0.0030 |
0.3% |
0.9725 |
| Low |
0.9628 |
0.9666 |
0.0038 |
0.4% |
0.9508 |
| Close |
0.9691 |
0.9678 |
-0.0013 |
-0.1% |
0.9691 |
| Range |
0.0097 |
0.0089 |
-0.0008 |
-8.2% |
0.0217 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
63,540 |
80,679 |
17,139 |
27.0% |
282,981 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9911 |
0.9727 |
|
| R3 |
0.9878 |
0.9822 |
0.9702 |
|
| R2 |
0.9789 |
0.9789 |
0.9694 |
|
| R1 |
0.9733 |
0.9733 |
0.9686 |
0.9717 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9691 |
| S1 |
0.9644 |
0.9644 |
0.9670 |
0.9628 |
| S2 |
0.9611 |
0.9611 |
0.9662 |
|
| S3 |
0.9522 |
0.9555 |
0.9654 |
|
| S4 |
0.9433 |
0.9466 |
0.9629 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0209 |
0.9810 |
|
| R3 |
1.0075 |
0.9992 |
0.9751 |
|
| R2 |
0.9858 |
0.9858 |
0.9731 |
|
| R1 |
0.9775 |
0.9775 |
0.9711 |
0.9817 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9662 |
| S1 |
0.9558 |
0.9558 |
0.9671 |
0.9600 |
| S2 |
0.9424 |
0.9424 |
0.9651 |
|
| S3 |
0.9207 |
0.9341 |
0.9631 |
|
| S4 |
0.8990 |
0.9124 |
0.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9755 |
0.9594 |
0.0161 |
1.7% |
0.0087 |
0.9% |
52% |
True |
False |
66,278 |
| 10 |
0.9755 |
0.9452 |
0.0303 |
3.1% |
0.0097 |
1.0% |
75% |
True |
False |
51,397 |
| 20 |
0.9755 |
0.9303 |
0.0452 |
4.7% |
0.0094 |
1.0% |
83% |
True |
False |
59,435 |
| 40 |
0.9755 |
0.9303 |
0.0452 |
4.7% |
0.0108 |
1.1% |
83% |
True |
False |
31,322 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
5.9% |
0.0113 |
1.2% |
80% |
False |
False |
20,985 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0108 |
1.1% |
84% |
False |
False |
15,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0133 |
|
2.618 |
0.9988 |
|
1.618 |
0.9899 |
|
1.000 |
0.9844 |
|
0.618 |
0.9810 |
|
HIGH |
0.9755 |
|
0.618 |
0.9721 |
|
0.500 |
0.9711 |
|
0.382 |
0.9700 |
|
LOW |
0.9666 |
|
0.618 |
0.9611 |
|
1.000 |
0.9577 |
|
1.618 |
0.9522 |
|
2.618 |
0.9433 |
|
4.250 |
0.9288 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9692 |
| PP |
0.9700 |
0.9687 |
| S1 |
0.9689 |
0.9683 |
|