CME Canadian Dollar Future June 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 0.9475 0.9401 -0.0074 -0.8% 0.9702
High 0.9475 0.9418 -0.0057 -0.6% 0.9755
Low 0.9355 0.9354 -0.0001 0.0% 0.9430
Close 0.9429 0.9381 -0.0048 -0.5% 0.9444
Range 0.0120 0.0064 -0.0056 -46.7% 0.0325
ATR 0.0090 0.0089 -0.0001 -1.2% 0.0000
Volume 152 373 221 145.4% 902
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9576 0.9543 0.9416
R3 0.9512 0.9479 0.9399
R2 0.9448 0.9448 0.9393
R1 0.9415 0.9415 0.9387 0.9400
PP 0.9384 0.9384 0.9384 0.9377
S1 0.9351 0.9351 0.9375 0.9336
S2 0.9320 0.9320 0.9369
S3 0.9256 0.9287 0.9363
S4 0.9192 0.9223 0.9346
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0518 1.0306 0.9623
R3 1.0193 0.9981 0.9533
R2 0.9868 0.9868 0.9504
R1 0.9656 0.9656 0.9474 0.9600
PP 0.9543 0.9543 0.9543 0.9515
S1 0.9331 0.9331 0.9414 0.9275
S2 0.9218 0.9218 0.9384
S3 0.8893 0.9006 0.9355
S4 0.8568 0.8681 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9354 0.0222 2.4% 0.0089 0.9% 12% False True 357
10 0.9775 0.9354 0.0421 4.5% 0.0095 1.0% 6% False True 256
20 0.9775 0.9354 0.0421 4.5% 0.0086 0.9% 6% False True 248
40 0.9775 0.9318 0.0457 4.9% 0.0072 0.8% 14% False False 165
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 0.0018
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9690
2.618 0.9586
1.618 0.9522
1.000 0.9482
0.618 0.9458
HIGH 0.9418
0.618 0.9394
0.500 0.9386
0.382 0.9378
LOW 0.9354
0.618 0.9314
1.000 0.9290
1.618 0.9250
2.618 0.9186
4.250 0.9082
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 0.9386 0.9422
PP 0.9384 0.9408
S1 0.9383 0.9395

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

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