CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9406 |
0.9355 |
-0.0051 |
-0.5% |
0.9431 |
| High |
0.9406 |
0.9397 |
-0.0009 |
-0.1% |
0.9452 |
| Low |
0.9380 |
0.9346 |
-0.0034 |
-0.4% |
0.9346 |
| Close |
0.9385 |
0.9347 |
-0.0038 |
-0.4% |
0.9347 |
| Range |
0.0026 |
0.0051 |
0.0025 |
96.2% |
0.0106 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
60 |
8 |
-52 |
-86.7% |
138 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9516 |
0.9483 |
0.9375 |
|
| R3 |
0.9465 |
0.9432 |
0.9361 |
|
| R2 |
0.9414 |
0.9414 |
0.9356 |
|
| R1 |
0.9381 |
0.9381 |
0.9352 |
0.9372 |
| PP |
0.9363 |
0.9363 |
0.9363 |
0.9359 |
| S1 |
0.9330 |
0.9330 |
0.9342 |
0.9321 |
| S2 |
0.9312 |
0.9312 |
0.9338 |
|
| S3 |
0.9261 |
0.9279 |
0.9333 |
|
| S4 |
0.9210 |
0.9228 |
0.9319 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9700 |
0.9629 |
0.9405 |
|
| R3 |
0.9594 |
0.9523 |
0.9376 |
|
| R2 |
0.9488 |
0.9488 |
0.9366 |
|
| R1 |
0.9417 |
0.9417 |
0.9357 |
0.9400 |
| PP |
0.9382 |
0.9382 |
0.9382 |
0.9373 |
| S1 |
0.9311 |
0.9311 |
0.9337 |
0.9294 |
| S2 |
0.9276 |
0.9276 |
0.9328 |
|
| S3 |
0.9170 |
0.9205 |
0.9318 |
|
| S4 |
0.9064 |
0.9099 |
0.9289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9452 |
0.9346 |
0.0106 |
1.1% |
0.0040 |
0.4% |
1% |
False |
True |
27 |
| 10 |
0.9755 |
0.9346 |
0.0409 |
4.4% |
0.0031 |
0.3% |
0% |
False |
True |
20 |
| 20 |
0.9755 |
0.9346 |
0.0409 |
4.4% |
0.0031 |
0.3% |
0% |
False |
True |
19 |
| 40 |
0.9755 |
0.9338 |
0.0417 |
4.5% |
0.0024 |
0.3% |
2% |
False |
False |
22 |
| 60 |
0.9755 |
0.9278 |
0.0477 |
5.1% |
0.0021 |
0.2% |
14% |
False |
False |
16 |
| 80 |
0.9755 |
0.9255 |
0.0500 |
5.3% |
0.0019 |
0.2% |
18% |
False |
False |
14 |
| 100 |
0.9755 |
0.9100 |
0.0655 |
7.0% |
0.0018 |
0.2% |
38% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9614 |
|
2.618 |
0.9531 |
|
1.618 |
0.9480 |
|
1.000 |
0.9448 |
|
0.618 |
0.9429 |
|
HIGH |
0.9397 |
|
0.618 |
0.9378 |
|
0.500 |
0.9372 |
|
0.382 |
0.9365 |
|
LOW |
0.9346 |
|
0.618 |
0.9314 |
|
1.000 |
0.9295 |
|
1.618 |
0.9263 |
|
2.618 |
0.9212 |
|
4.250 |
0.9129 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9376 |
| PP |
0.9363 |
0.9366 |
| S1 |
0.9355 |
0.9357 |
|