CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9462 |
0.9454 |
-0.0008 |
-0.1% |
0.9710 |
| High |
0.9493 |
0.9482 |
-0.0011 |
-0.1% |
0.9758 |
| Low |
0.9421 |
0.9352 |
-0.0069 |
-0.7% |
0.9430 |
| Close |
0.9458 |
0.9429 |
-0.0029 |
-0.3% |
0.9444 |
| Range |
0.0072 |
0.0130 |
0.0058 |
80.6% |
0.0328 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
| Volume |
89,698 |
62,406 |
-27,292 |
-30.4% |
323,020 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9750 |
0.9501 |
|
| R3 |
0.9681 |
0.9620 |
0.9465 |
|
| R2 |
0.9551 |
0.9551 |
0.9453 |
|
| R1 |
0.9490 |
0.9490 |
0.9441 |
0.9456 |
| PP |
0.9421 |
0.9421 |
0.9421 |
0.9404 |
| S1 |
0.9360 |
0.9360 |
0.9417 |
0.9326 |
| S2 |
0.9291 |
0.9291 |
0.9405 |
|
| S3 |
0.9161 |
0.9230 |
0.9393 |
|
| S4 |
0.9031 |
0.9100 |
0.9358 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0314 |
0.9624 |
|
| R3 |
1.0200 |
0.9986 |
0.9534 |
|
| R2 |
0.9872 |
0.9872 |
0.9504 |
|
| R1 |
0.9658 |
0.9658 |
0.9474 |
0.9601 |
| PP |
0.9544 |
0.9544 |
0.9544 |
0.9516 |
| S1 |
0.9330 |
0.9330 |
0.9414 |
0.9273 |
| S2 |
0.9216 |
0.9216 |
0.9384 |
|
| S3 |
0.8888 |
0.9002 |
0.9354 |
|
| S4 |
0.8560 |
0.8674 |
0.9264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9698 |
0.9352 |
0.0346 |
3.7% |
0.0115 |
1.2% |
22% |
False |
True |
82,902 |
| 10 |
0.9780 |
0.9352 |
0.0428 |
4.5% |
0.0105 |
1.1% |
18% |
False |
True |
73,790 |
| 20 |
0.9780 |
0.9352 |
0.0428 |
4.5% |
0.0101 |
1.1% |
18% |
False |
True |
62,593 |
| 40 |
0.9780 |
0.9303 |
0.0477 |
5.1% |
0.0108 |
1.1% |
26% |
False |
False |
49,611 |
| 60 |
0.9780 |
0.9217 |
0.0563 |
6.0% |
0.0110 |
1.2% |
38% |
False |
False |
33,221 |
| 80 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0110 |
1.2% |
44% |
False |
False |
24,975 |
| 100 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0103 |
1.1% |
54% |
False |
False |
19,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9822 |
|
1.618 |
0.9692 |
|
1.000 |
0.9612 |
|
0.618 |
0.9562 |
|
HIGH |
0.9482 |
|
0.618 |
0.9432 |
|
0.500 |
0.9417 |
|
0.382 |
0.9402 |
|
LOW |
0.9352 |
|
0.618 |
0.9272 |
|
1.000 |
0.9222 |
|
1.618 |
0.9142 |
|
2.618 |
0.9012 |
|
4.250 |
0.8800 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9425 |
0.9454 |
| PP |
0.9421 |
0.9446 |
| S1 |
0.9417 |
0.9437 |
|