CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 0.9326 0.9465 0.0139 1.5% 0.9485
High 0.9426 0.9475 0.0049 0.5% 0.9560
Low 0.9307 0.9451 0.0144 1.5% 0.9307
Close 0.9409 0.9458 0.0049 0.5% 0.9409
Range 0.0119 0.0024 -0.0095 -79.8% 0.0253
ATR
Volume 15 151 136 906.7% 103
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9533 0.9520 0.9471
R3 0.9509 0.9496 0.9465
R2 0.9485 0.9485 0.9462
R1 0.9472 0.9472 0.9460 0.9467
PP 0.9461 0.9461 0.9461 0.9459
S1 0.9448 0.9448 0.9456 0.9443
S2 0.9437 0.9437 0.9454
S3 0.9413 0.9424 0.9451
S4 0.9389 0.9400 0.9445
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 0.9560 0.9307 0.0253 2.7% 0.0050 0.5% 60% False False 50
10 0.9576 0.9307 0.0269 2.8% 0.0038 0.4% 56% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9577
2.618 0.9538
1.618 0.9514
1.000 0.9499
0.618 0.9490
HIGH 0.9475
0.618 0.9466
0.500 0.9463
0.382 0.9460
LOW 0.9451
0.618 0.9436
1.000 0.9427
1.618 0.9412
2.618 0.9388
4.250 0.9349
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 0.9463 0.9450
PP 0.9461 0.9442
S1 0.9460 0.9434

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

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