CANADIAN DOLLAR

Thu 5/23/02

      The June Canadian Dollar opened steady yesterday and zigzagged higher for most of the day to finally settle +22 bp at a 9-1/4 month high settlement at 6518. CDM posted a 9-1/4 month high at 6521 and a low at 6486. The 9-day RSI rose to 85.1 from the previous session's 82.4 where it is overbought. Both the short-term and intermediate-term trends are bullish as the contract has posted a 9-1/4 month high and high settlement yesterday. The long-term trend is bearish as the Canadian dollar has been in a bear channel since Jan on 2000 on the weekly nearest chart. Primary resistance levels for CDM are: 6521, 6533, 6593, and 6700. Primary support levels for CDM are: 6486, 6396, 6355, 6277, 6248, and 6235. Theoretical basis for today: +3 IMM bp.

SUPPORT/RESISTANCE LEVELS CASH -- US DOLLAR-CANADIAN DOLLAR

1.6193  All-time high (Jan 21)
1.6121  3-3/4 month high (Feb 26)
1.6119  All-time high settle (Jan 21)
1.6023  2-3/4 month high (Apr 1)
1.5988  1-1/2 month high (Apr 9)
1.5722  3-week high (May 8)
1.5710  3-week high settle (May 8)
1.5405  Yesterday's high
*1.5332 9-1/4 month low sttl (Wed 2pm)
1.5328  9-1/4 month low (Yesterday)
1.5249  10-1/4 month low (Aug 7)
1.5069  15-3/4 month low (July 3)
1.4901  1-1/2 year low (Jan 3)
1.4687  1-3/4 year low (9/1/00)
1.4631  23-1/2 month low (7/24/00)
1.4629  2-year low (6/19/00
1.4320  4-year low (1/27/00)
1.4048  4-1/2 year low (3/13/98)
1.3665  4-3/4 year low (7/15/97)
1.3617  5-year low (5/21/97)
1.3346  5-1/2 year low (1/22/97)
1.3265  8-year low (11/8/96)

RETRACEMENTS-- US DOLLAR-CANADIAN DOLLAR
2-year 1873 bp upmove from 1.4320 (1/27/00) to 1.6193 (1/21/02)       46% retrace (Yesterday's low) 1.5328

HIGH   1/4    1/3    .382   1/2    .618   2/3    3/4    LOW
1.6193 1.5725 1.5569 1.5478 1.5257 1.5035 1.4944 1.4788 1.4320

SUPPORT/RESISTANCE LEVELS -- CANADIAN DOLLAR FUTURES (CDM02)

6992  3-1/4 yr high wkly nrst (1/24/00 H00)
6922  1-1/2 yr high wkly nrst (4/3/00 M00)
6700  Contract high & high settle (1/30/01)
6593  15-month high (7/3 & 7/5/01)
6533  10-1/4 month high (8/6/01)
6521  9-1/4 month high (Yesterday)
*6518 9-1/4 month high settle (Wed)
6508  Pivot Point
6491  Approx. 1.5400  USD/CD
6486  Yesterday's low
6396  1-week low (Last Tuesday)
6387  30-day moving average
6366  3-week low settle (May 8)
6355  3-week low (May 8)
6347  50-day moving average
6334  200-day moving average
6305  100-day moving average
6277  1-1/4 month low (Apr 15)
6255  1-3/4 month low settle (Apr 9)
6250  2-3/4 month low settle (Apr 1)
6248  1-1/2 month low (Apr 9)
6235  2-3/4 month low (Apr 1 & Mar 1)
6207  3-3/4 month low settle (Feb 26)
6202  Contract low settle (Jan 17 & 25)
6200  3-3/4 month low (Feb 26)
6190  4-month low (Jan 28)
6180  Contract low (Jan 18)

RETRACEMENTS-CANADIAN DOLLAR FUTURES (CDM02) 15-month 520 bp downmove from 6700 (1/30/01) to 6180 (1/18/02)       66% retrace (Yesterday's high) 6521

HIGH   3/4    2/3    .618   1/2    .382   1/3    1/4    LOW
6700   6570   6527   6501   6440   6379   6353   6310   6180


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