CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9475 |
0.9431 |
-0.0044 |
-0.5% |
0.9692 |
| High |
0.9488 |
0.9452 |
-0.0036 |
-0.4% |
0.9692 |
| Low |
0.9450 |
0.9430 |
-0.0020 |
-0.2% |
0.9450 |
| Close |
0.9441 |
0.9455 |
0.0014 |
0.1% |
0.9441 |
| Range |
0.0038 |
0.0022 |
-0.0016 |
-42.1% |
0.0242 |
| ATR |
0.0061 |
0.0059 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
9 |
25 |
16 |
177.8% |
46 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9505 |
0.9467 |
|
| R3 |
0.9490 |
0.9483 |
0.9461 |
|
| R2 |
0.9468 |
0.9468 |
0.9459 |
|
| R1 |
0.9461 |
0.9461 |
0.9457 |
0.9465 |
| PP |
0.9446 |
0.9446 |
0.9446 |
0.9447 |
| S1 |
0.9439 |
0.9439 |
0.9453 |
0.9443 |
| S2 |
0.9424 |
0.9424 |
0.9451 |
|
| S3 |
0.9402 |
0.9417 |
0.9449 |
|
| S4 |
0.9380 |
0.9395 |
0.9443 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0089 |
0.9574 |
|
| R3 |
1.0012 |
0.9847 |
0.9508 |
|
| R2 |
0.9770 |
0.9770 |
0.9485 |
|
| R1 |
0.9605 |
0.9605 |
0.9463 |
0.9567 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9508 |
| S1 |
0.9363 |
0.9363 |
0.9419 |
0.9325 |
| S2 |
0.9286 |
0.9286 |
0.9397 |
|
| S3 |
0.9044 |
0.9121 |
0.9374 |
|
| S4 |
0.8802 |
0.8879 |
0.9308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9692 |
0.9430 |
0.0262 |
2.8% |
0.0026 |
0.3% |
10% |
False |
True |
14 |
| 10 |
0.9755 |
0.9430 |
0.0325 |
3.4% |
0.0026 |
0.3% |
8% |
False |
True |
14 |
| 20 |
0.9755 |
0.9430 |
0.0325 |
3.4% |
0.0026 |
0.3% |
8% |
False |
True |
17 |
| 40 |
0.9755 |
0.9311 |
0.0444 |
4.7% |
0.0026 |
0.3% |
32% |
False |
False |
20 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0019 |
0.2% |
40% |
False |
False |
15 |
| 80 |
0.9755 |
0.9220 |
0.0535 |
5.7% |
0.0017 |
0.2% |
44% |
False |
False |
13 |
| 100 |
0.9755 |
0.9053 |
0.0702 |
7.4% |
0.0017 |
0.2% |
57% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9546 |
|
2.618 |
0.9510 |
|
1.618 |
0.9488 |
|
1.000 |
0.9474 |
|
0.618 |
0.9466 |
|
HIGH |
0.9452 |
|
0.618 |
0.9444 |
|
0.500 |
0.9441 |
|
0.382 |
0.9438 |
|
LOW |
0.9430 |
|
0.618 |
0.9416 |
|
1.000 |
0.9408 |
|
1.618 |
0.9394 |
|
2.618 |
0.9372 |
|
4.250 |
0.9337 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9450 |
0.9475 |
| PP |
0.9446 |
0.9468 |
| S1 |
0.9441 |
0.9462 |
|