CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9665 |
-0.0035 |
-0.4% |
0.9634 |
| High |
0.9700 |
0.9705 |
0.0005 |
0.1% |
0.9705 |
| Low |
0.9663 |
0.9651 |
-0.0012 |
-0.1% |
0.9615 |
| Close |
0.9667 |
0.9687 |
0.0020 |
0.2% |
0.9687 |
| Range |
0.0037 |
0.0054 |
0.0017 |
45.9% |
0.0090 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
22 |
21 |
-1 |
-4.5% |
82 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9819 |
0.9717 |
|
| R3 |
0.9789 |
0.9765 |
0.9702 |
|
| R2 |
0.9735 |
0.9735 |
0.9697 |
|
| R1 |
0.9711 |
0.9711 |
0.9692 |
0.9723 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9687 |
| S1 |
0.9657 |
0.9657 |
0.9682 |
0.9669 |
| S2 |
0.9627 |
0.9627 |
0.9677 |
|
| S3 |
0.9573 |
0.9603 |
0.9672 |
|
| S4 |
0.9519 |
0.9549 |
0.9657 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9903 |
0.9737 |
|
| R3 |
0.9849 |
0.9813 |
0.9712 |
|
| R2 |
0.9759 |
0.9759 |
0.9704 |
|
| R1 |
0.9723 |
0.9723 |
0.9695 |
0.9741 |
| PP |
0.9669 |
0.9669 |
0.9669 |
0.9678 |
| S1 |
0.9633 |
0.9633 |
0.9679 |
0.9651 |
| S2 |
0.9579 |
0.9579 |
0.9671 |
|
| S3 |
0.9489 |
0.9543 |
0.9662 |
|
| S4 |
0.9399 |
0.9453 |
0.9638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9705 |
0.9615 |
0.0090 |
0.9% |
0.0037 |
0.4% |
80% |
True |
False |
16 |
| 10 |
0.9705 |
0.9499 |
0.0206 |
2.1% |
0.0026 |
0.3% |
91% |
True |
False |
20 |
| 20 |
0.9705 |
0.9338 |
0.0367 |
3.8% |
0.0019 |
0.2% |
95% |
True |
False |
18 |
| 40 |
0.9705 |
0.9311 |
0.0394 |
4.1% |
0.0021 |
0.2% |
95% |
True |
False |
18 |
| 60 |
0.9710 |
0.9255 |
0.0455 |
4.7% |
0.0017 |
0.2% |
95% |
False |
False |
14 |
| 80 |
0.9710 |
0.9100 |
0.0610 |
6.3% |
0.0016 |
0.2% |
96% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9935 |
|
2.618 |
0.9846 |
|
1.618 |
0.9792 |
|
1.000 |
0.9759 |
|
0.618 |
0.9738 |
|
HIGH |
0.9705 |
|
0.618 |
0.9684 |
|
0.500 |
0.9678 |
|
0.382 |
0.9672 |
|
LOW |
0.9651 |
|
0.618 |
0.9618 |
|
1.000 |
0.9597 |
|
1.618 |
0.9564 |
|
2.618 |
0.9510 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9684 |
| PP |
0.9681 |
0.9680 |
| S1 |
0.9678 |
0.9677 |
|