CME Canadian Dollar Future September 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 |
0.9634 |
0.9650 |
0.0016 |
0.2% |
0.9580 |
| High |
0.9646 |
0.9650 |
0.0004 |
0.0% |
0.9620 |
| Low |
0.9632 |
0.9615 |
-0.0017 |
-0.2% |
0.9499 |
| Close |
0.9590 |
0.9615 |
0.0025 |
0.3% |
0.9558 |
| Range |
0.0014 |
0.0035 |
0.0021 |
150.0% |
0.0121 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
5 |
24 |
19 |
380.0% |
90 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9732 |
0.9708 |
0.9634 |
|
| R3 |
0.9697 |
0.9673 |
0.9625 |
|
| R2 |
0.9662 |
0.9662 |
0.9621 |
|
| R1 |
0.9638 |
0.9638 |
0.9618 |
0.9633 |
| PP |
0.9627 |
0.9627 |
0.9627 |
0.9624 |
| S1 |
0.9603 |
0.9603 |
0.9612 |
0.9598 |
| S2 |
0.9592 |
0.9592 |
0.9609 |
|
| S3 |
0.9557 |
0.9568 |
0.9605 |
|
| S4 |
0.9522 |
0.9533 |
0.9596 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9922 |
0.9861 |
0.9625 |
|
| R3 |
0.9801 |
0.9740 |
0.9591 |
|
| R2 |
0.9680 |
0.9680 |
0.9580 |
|
| R1 |
0.9619 |
0.9619 |
0.9569 |
0.9589 |
| PP |
0.9559 |
0.9559 |
0.9559 |
0.9544 |
| S1 |
0.9498 |
0.9498 |
0.9547 |
0.9468 |
| S2 |
0.9438 |
0.9438 |
0.9536 |
|
| S3 |
0.9317 |
0.9377 |
0.9525 |
|
| S4 |
0.9196 |
0.9256 |
0.9491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9650 |
0.9499 |
0.0151 |
1.6% |
0.0022 |
0.2% |
77% |
True |
False |
23 |
| 10 |
0.9650 |
0.9410 |
0.0240 |
2.5% |
0.0024 |
0.2% |
85% |
True |
False |
20 |
| 20 |
0.9650 |
0.9338 |
0.0312 |
3.2% |
0.0018 |
0.2% |
89% |
True |
False |
24 |
| 40 |
0.9650 |
0.9311 |
0.0339 |
3.5% |
0.0017 |
0.2% |
90% |
True |
False |
17 |
| 60 |
0.9710 |
0.9255 |
0.0455 |
4.7% |
0.0015 |
0.2% |
79% |
False |
False |
14 |
| 80 |
0.9710 |
0.9100 |
0.0610 |
6.3% |
0.0015 |
0.2% |
84% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9799 |
|
2.618 |
0.9742 |
|
1.618 |
0.9707 |
|
1.000 |
0.9685 |
|
0.618 |
0.9672 |
|
HIGH |
0.9650 |
|
0.618 |
0.9637 |
|
0.500 |
0.9633 |
|
0.382 |
0.9628 |
|
LOW |
0.9615 |
|
0.618 |
0.9593 |
|
1.000 |
0.9580 |
|
1.618 |
0.9558 |
|
2.618 |
0.9523 |
|
4.250 |
0.9466 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9611 |
| PP |
0.9627 |
0.9608 |
| S1 |
0.9621 |
0.9604 |
|