CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9755 |
0.9692 |
-0.0063 |
-0.6% |
0.9740 |
High |
0.9755 |
0.9692 |
-0.0063 |
-0.6% |
0.9755 |
Low |
0.9755 |
0.9692 |
-0.0063 |
-0.6% |
0.9600 |
Close |
0.9701 |
0.9692 |
-0.0009 |
-0.1% |
0.9701 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0057 |
-0.0004 |
-6.1% |
0.0000 |
Volume |
21 |
6 |
-15 |
-71.4% |
74 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9692 |
0.9692 |
0.9692 |
|
R3 |
0.9692 |
0.9692 |
0.9692 |
|
R2 |
0.9692 |
0.9692 |
0.9692 |
|
R1 |
0.9692 |
0.9692 |
0.9692 |
0.9692 |
PP |
0.9692 |
0.9692 |
0.9692 |
0.9692 |
S1 |
0.9692 |
0.9692 |
0.9692 |
0.9692 |
S2 |
0.9692 |
0.9692 |
0.9692 |
|
S3 |
0.9692 |
0.9692 |
0.9692 |
|
S4 |
0.9692 |
0.9692 |
0.9692 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0150 |
1.0081 |
0.9786 |
|
R3 |
0.9995 |
0.9926 |
0.9744 |
|
R2 |
0.9840 |
0.9840 |
0.9729 |
|
R1 |
0.9771 |
0.9771 |
0.9715 |
0.9728 |
PP |
0.9685 |
0.9685 |
0.9685 |
0.9664 |
S1 |
0.9616 |
0.9616 |
0.9687 |
0.9573 |
S2 |
0.9530 |
0.9530 |
0.9673 |
|
S3 |
0.9375 |
0.9461 |
0.9658 |
|
S4 |
0.9220 |
0.9306 |
0.9616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9755 |
0.9600 |
0.0155 |
1.6% |
0.0014 |
0.1% |
59% |
False |
False |
11 |
10 |
0.9755 |
0.9600 |
0.0155 |
1.6% |
0.0030 |
0.3% |
59% |
False |
False |
15 |
20 |
0.9755 |
0.9374 |
0.0381 |
3.9% |
0.0025 |
0.3% |
83% |
False |
False |
18 |
40 |
0.9755 |
0.9311 |
0.0444 |
4.6% |
0.0022 |
0.2% |
86% |
False |
False |
19 |
60 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0018 |
0.2% |
87% |
False |
False |
15 |
80 |
0.9755 |
0.9100 |
0.0655 |
6.8% |
0.0016 |
0.2% |
90% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9692 |
2.618 |
0.9692 |
1.618 |
0.9692 |
1.000 |
0.9692 |
0.618 |
0.9692 |
HIGH |
0.9692 |
0.618 |
0.9692 |
0.500 |
0.9692 |
0.382 |
0.9692 |
LOW |
0.9692 |
0.618 |
0.9692 |
1.000 |
0.9692 |
1.618 |
0.9692 |
2.618 |
0.9692 |
4.250 |
0.9692 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9692 |
0.9724 |
PP |
0.9692 |
0.9713 |
S1 |
0.9692 |
0.9703 |
|