CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9600 |
-0.0092 |
-0.9% |
0.9740 |
| High |
0.9692 |
0.9600 |
-0.0092 |
-0.9% |
0.9755 |
| Low |
0.9692 |
0.9535 |
-0.0157 |
-1.6% |
0.9600 |
| Close |
0.9692 |
0.9543 |
-0.0149 |
-1.5% |
0.9701 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0155 |
| ATR |
0.0057 |
0.0064 |
0.0007 |
12.6% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
74 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9754 |
0.9714 |
0.9579 |
|
| R3 |
0.9689 |
0.9649 |
0.9561 |
|
| R2 |
0.9624 |
0.9624 |
0.9555 |
|
| R1 |
0.9584 |
0.9584 |
0.9549 |
0.9572 |
| PP |
0.9559 |
0.9559 |
0.9559 |
0.9553 |
| S1 |
0.9519 |
0.9519 |
0.9537 |
0.9507 |
| S2 |
0.9494 |
0.9494 |
0.9531 |
|
| S3 |
0.9429 |
0.9454 |
0.9525 |
|
| S4 |
0.9364 |
0.9389 |
0.9507 |
|
|
| 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 |
0.9535 |
0.0220 |
2.3% |
0.0022 |
0.2% |
4% |
False |
True |
9 |
| 10 |
0.9755 |
0.9535 |
0.0220 |
2.3% |
0.0033 |
0.3% |
4% |
False |
True |
13 |
| 20 |
0.9755 |
0.9410 |
0.0345 |
3.6% |
0.0028 |
0.3% |
39% |
False |
False |
17 |
| 40 |
0.9755 |
0.9311 |
0.0444 |
4.7% |
0.0024 |
0.3% |
52% |
False |
False |
19 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.2% |
0.0020 |
0.2% |
58% |
False |
False |
15 |
| 80 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0017 |
0.2% |
68% |
False |
False |
13 |
| 100 |
0.9755 |
0.9024 |
0.0731 |
7.7% |
0.0016 |
0.2% |
71% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9876 |
|
2.618 |
0.9770 |
|
1.618 |
0.9705 |
|
1.000 |
0.9665 |
|
0.618 |
0.9640 |
|
HIGH |
0.9600 |
|
0.618 |
0.9575 |
|
0.500 |
0.9568 |
|
0.382 |
0.9560 |
|
LOW |
0.9535 |
|
0.618 |
0.9495 |
|
1.000 |
0.9470 |
|
1.618 |
0.9430 |
|
2.618 |
0.9365 |
|
4.250 |
0.9259 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9568 |
0.9645 |
| PP |
0.9559 |
0.9611 |
| S1 |
0.9551 |
0.9577 |
|