CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9677 |
0.9626 |
-0.0051 |
-0.5% |
0.9549 |
| High |
0.9695 |
0.9718 |
0.0023 |
0.2% |
0.9725 |
| Low |
0.9601 |
0.9604 |
0.0003 |
0.0% |
0.9508 |
| Close |
0.9634 |
0.9703 |
0.0069 |
0.7% |
0.9691 |
| Range |
0.0094 |
0.0114 |
0.0020 |
21.3% |
0.0217 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.9% |
0.0000 |
| Volume |
53,513 |
69,692 |
16,179 |
30.2% |
282,981 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9974 |
0.9766 |
|
| R3 |
0.9903 |
0.9860 |
0.9734 |
|
| R2 |
0.9789 |
0.9789 |
0.9724 |
|
| R1 |
0.9746 |
0.9746 |
0.9713 |
0.9768 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9686 |
| S1 |
0.9632 |
0.9632 |
0.9693 |
0.9654 |
| S2 |
0.9561 |
0.9561 |
0.9682 |
|
| S3 |
0.9447 |
0.9518 |
0.9672 |
|
| S4 |
0.9333 |
0.9404 |
0.9640 |
|
|
| 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 |
0.9601 |
0.0154 |
1.6% |
0.0094 |
1.0% |
66% |
False |
False |
66,247 |
| 10 |
0.9755 |
0.9452 |
0.0303 |
3.1% |
0.0102 |
1.1% |
83% |
False |
False |
58,837 |
| 20 |
0.9755 |
0.9303 |
0.0452 |
4.7% |
0.0094 |
1.0% |
88% |
False |
False |
60,173 |
| 40 |
0.9755 |
0.9303 |
0.0452 |
4.7% |
0.0108 |
1.1% |
88% |
False |
False |
34,392 |
| 60 |
0.9755 |
0.9217 |
0.0538 |
5.5% |
0.0113 |
1.2% |
90% |
False |
False |
23,031 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.1% |
0.0109 |
1.1% |
87% |
False |
False |
17,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0016 |
|
1.618 |
0.9902 |
|
1.000 |
0.9832 |
|
0.618 |
0.9788 |
|
HIGH |
0.9718 |
|
0.618 |
0.9674 |
|
0.500 |
0.9661 |
|
0.382 |
0.9648 |
|
LOW |
0.9604 |
|
0.618 |
0.9534 |
|
1.000 |
0.9490 |
|
1.618 |
0.9420 |
|
2.618 |
0.9306 |
|
4.250 |
0.9120 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9689 |
0.9695 |
| PP |
0.9675 |
0.9686 |
| S1 |
0.9661 |
0.9678 |
|