CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9431 |
0.9425 |
-0.0006 |
-0.1% |
0.9692 |
| High |
0.9452 |
0.9425 |
-0.0027 |
-0.3% |
0.9692 |
| Low |
0.9430 |
0.9358 |
-0.0072 |
-0.8% |
0.9450 |
| Close |
0.9455 |
0.9426 |
-0.0029 |
-0.3% |
0.9441 |
| Range |
0.0022 |
0.0067 |
0.0045 |
204.5% |
0.0242 |
| ATR |
0.0059 |
0.0061 |
0.0003 |
4.7% |
0.0000 |
| Volume |
25 |
7 |
-18 |
-72.0% |
46 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9604 |
0.9582 |
0.9463 |
|
| R3 |
0.9537 |
0.9515 |
0.9444 |
|
| R2 |
0.9470 |
0.9470 |
0.9438 |
|
| R1 |
0.9448 |
0.9448 |
0.9432 |
0.9459 |
| PP |
0.9403 |
0.9403 |
0.9403 |
0.9409 |
| S1 |
0.9381 |
0.9381 |
0.9420 |
0.9392 |
| S2 |
0.9336 |
0.9336 |
0.9414 |
|
| S3 |
0.9269 |
0.9314 |
0.9408 |
|
| S4 |
0.9202 |
0.9247 |
0.9389 |
|
|
| 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 |
0.9600 |
0.9358 |
0.0242 |
2.6% |
0.0039 |
0.4% |
28% |
False |
True |
14 |
| 10 |
0.9755 |
0.9358 |
0.0397 |
4.2% |
0.0027 |
0.3% |
17% |
False |
True |
12 |
| 20 |
0.9755 |
0.9358 |
0.0397 |
4.2% |
0.0029 |
0.3% |
17% |
False |
True |
16 |
| 40 |
0.9755 |
0.9311 |
0.0444 |
4.7% |
0.0027 |
0.3% |
26% |
False |
False |
20 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0019 |
0.2% |
34% |
False |
False |
15 |
| 80 |
0.9755 |
0.9232 |
0.0523 |
5.5% |
0.0018 |
0.2% |
37% |
False |
False |
13 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
6.9% |
0.0017 |
0.2% |
50% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9710 |
|
2.618 |
0.9600 |
|
1.618 |
0.9533 |
|
1.000 |
0.9492 |
|
0.618 |
0.9466 |
|
HIGH |
0.9425 |
|
0.618 |
0.9399 |
|
0.500 |
0.9392 |
|
0.382 |
0.9384 |
|
LOW |
0.9358 |
|
0.618 |
0.9317 |
|
1.000 |
0.9291 |
|
1.618 |
0.9250 |
|
2.618 |
0.9183 |
|
4.250 |
0.9073 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9415 |
0.9425 |
| PP |
0.9403 |
0.9424 |
| S1 |
0.9392 |
0.9423 |
|