CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 0.9550 0.9495 -0.0055 -0.6% 0.9485
High 0.9552 0.9495 -0.0057 -0.6% 0.9560
Low 0.9541 0.9489 -0.0052 -0.5% 0.9307
Close 0.9510 0.9489 -0.0021 -0.2% 0.9409
Range 0.0011 0.0006 -0.0005 -45.5% 0.0253
ATR 0.0000 0.0092 0.0092 0.0000
Volume 55 3 -52 -94.5% 103
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9509 0.9505 0.9492
R3 0.9503 0.9499 0.9491
R2 0.9497 0.9497 0.9490
R1 0.9493 0.9493 0.9490 0.9492
PP 0.9491 0.9491 0.9491 0.9491
S1 0.9487 0.9487 0.9488 0.9486
S2 0.9485 0.9485 0.9488
S3 0.9479 0.9481 0.9487
S4 0.9473 0.9475 0.9486
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0184 1.0050 0.9548
R3 0.9931 0.9797 0.9479
R2 0.9678 0.9678 0.9455
R1 0.9544 0.9544 0.9432 0.9485
PP 0.9425 0.9425 0.9425 0.9396
S1 0.9291 0.9291 0.9386 0.9232
S2 0.9172 0.9172 0.9363
S3 0.8919 0.9038 0.9339
S4 0.8666 0.8785 0.9270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9602 0.9307 0.0295 3.1% 0.0052 0.6% 62% False False 47
10 0.9602 0.9307 0.0295 3.1% 0.0039 0.4% 62% False False 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9521
2.618 0.9511
1.618 0.9505
1.000 0.9501
0.618 0.9499
HIGH 0.9495
0.618 0.9493
0.500 0.9492
0.382 0.9491
LOW 0.9489
0.618 0.9485
1.000 0.9483
1.618 0.9479
2.618 0.9473
4.250 0.9464
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 0.9492 0.9546
PP 0.9491 0.9527
S1 0.9490 0.9508

These figures are updated between 7pm and 10pm EST after a trading day.

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