CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9650 |
0.9700 |
0.0050 |
0.5% |
0.9580 |
| High |
0.9691 |
0.9700 |
0.0009 |
0.1% |
0.9620 |
| Low |
0.9648 |
0.9663 |
0.0015 |
0.2% |
0.9499 |
| Close |
0.9678 |
0.9667 |
-0.0011 |
-0.1% |
0.9558 |
| Range |
0.0043 |
0.0037 |
-0.0006 |
-14.0% |
0.0121 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
10 |
22 |
12 |
120.0% |
90 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9788 |
0.9764 |
0.9687 |
|
| R3 |
0.9751 |
0.9727 |
0.9677 |
|
| R2 |
0.9714 |
0.9714 |
0.9674 |
|
| R1 |
0.9690 |
0.9690 |
0.9670 |
0.9684 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9673 |
| S1 |
0.9653 |
0.9653 |
0.9664 |
0.9647 |
| S2 |
0.9640 |
0.9640 |
0.9660 |
|
| S3 |
0.9603 |
0.9616 |
0.9657 |
|
| S4 |
0.9566 |
0.9579 |
0.9647 |
|
|
| 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 |
0.9700 |
0.9558 |
0.0142 |
1.5% |
0.0026 |
0.3% |
77% |
True |
False |
21 |
| 10 |
0.9700 |
0.9499 |
0.0201 |
2.1% |
0.0025 |
0.3% |
84% |
True |
False |
22 |
| 20 |
0.9700 |
0.9338 |
0.0362 |
3.7% |
0.0017 |
0.2% |
91% |
True |
False |
21 |
| 40 |
0.9700 |
0.9311 |
0.0389 |
4.0% |
0.0019 |
0.2% |
92% |
True |
False |
18 |
| 60 |
0.9710 |
0.9255 |
0.0455 |
4.7% |
0.0016 |
0.2% |
91% |
False |
False |
14 |
| 80 |
0.9710 |
0.9100 |
0.0610 |
6.3% |
0.0015 |
0.2% |
93% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9857 |
|
2.618 |
0.9797 |
|
1.618 |
0.9760 |
|
1.000 |
0.9737 |
|
0.618 |
0.9723 |
|
HIGH |
0.9700 |
|
0.618 |
0.9686 |
|
0.500 |
0.9682 |
|
0.382 |
0.9677 |
|
LOW |
0.9663 |
|
0.618 |
0.9640 |
|
1.000 |
0.9626 |
|
1.618 |
0.9603 |
|
2.618 |
0.9566 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9682 |
0.9664 |
| PP |
0.9677 |
0.9661 |
| S1 |
0.9672 |
0.9658 |
|