CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9425 |
0.9400 |
-0.0025 |
-0.3% |
0.9692 |
| High |
0.9425 |
0.9400 |
-0.0025 |
-0.3% |
0.9692 |
| Low |
0.9358 |
0.9365 |
0.0007 |
0.1% |
0.9450 |
| Close |
0.9426 |
0.9378 |
-0.0048 |
-0.5% |
0.9441 |
| Range |
0.0067 |
0.0035 |
-0.0032 |
-47.8% |
0.0242 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
7 |
38 |
31 |
442.9% |
46 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9486 |
0.9467 |
0.9397 |
|
| R3 |
0.9451 |
0.9432 |
0.9388 |
|
| R2 |
0.9416 |
0.9416 |
0.9384 |
|
| R1 |
0.9397 |
0.9397 |
0.9381 |
0.9389 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9377 |
| S1 |
0.9362 |
0.9362 |
0.9375 |
0.9354 |
| S2 |
0.9346 |
0.9346 |
0.9372 |
|
| S3 |
0.9311 |
0.9327 |
0.9368 |
|
| S4 |
0.9276 |
0.9292 |
0.9359 |
|
|
| 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 |
0.9519 |
0.9358 |
0.0161 |
1.7% |
0.0033 |
0.4% |
12% |
False |
False |
20 |
| 10 |
0.9755 |
0.9358 |
0.0397 |
4.2% |
0.0028 |
0.3% |
5% |
False |
False |
15 |
| 20 |
0.9755 |
0.9358 |
0.0397 |
4.2% |
0.0030 |
0.3% |
5% |
False |
False |
18 |
| 40 |
0.9755 |
0.9338 |
0.0417 |
4.4% |
0.0022 |
0.2% |
10% |
False |
False |
21 |
| 60 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0020 |
0.2% |
25% |
False |
False |
15 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0018 |
0.2% |
25% |
False |
False |
13 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0018 |
0.2% |
42% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9549 |
|
2.618 |
0.9492 |
|
1.618 |
0.9457 |
|
1.000 |
0.9435 |
|
0.618 |
0.9422 |
|
HIGH |
0.9400 |
|
0.618 |
0.9387 |
|
0.500 |
0.9383 |
|
0.382 |
0.9378 |
|
LOW |
0.9365 |
|
0.618 |
0.9343 |
|
1.000 |
0.9330 |
|
1.618 |
0.9308 |
|
2.618 |
0.9273 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9383 |
0.9405 |
| PP |
0.9381 |
0.9396 |
| S1 |
0.9380 |
0.9387 |
|