CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 0.9470 0.9431 -0.0039 -0.4% 0.9465
High 0.9490 0.9478 -0.0012 -0.1% 0.9602
Low 0.9399 0.9422 0.0023 0.2% 0.9438
Close 0.9371 0.9489 0.0118 1.3% 0.9439
Range 0.0091 0.0056 -0.0035 -38.5% 0.0164
ATR 0.0092 0.0093 0.0001 1.2% 0.0000
Volume 95 107 12 12.6% 231
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9631 0.9616 0.9520
R3 0.9575 0.9560 0.9504
R2 0.9519 0.9519 0.9499
R1 0.9504 0.9504 0.9494 0.9512
PP 0.9463 0.9463 0.9463 0.9467
S1 0.9448 0.9448 0.9484 0.9456
S2 0.9407 0.9407 0.9479
S3 0.9351 0.9392 0.9474
S4 0.9295 0.9336 0.9458
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9985 0.9876 0.9529
R3 0.9821 0.9712 0.9484
R2 0.9657 0.9657 0.9469
R1 0.9548 0.9548 0.9454 0.9521
PP 0.9493 0.9493 0.9493 0.9479
S1 0.9384 0.9384 0.9424 0.9357
S2 0.9329 0.9329 0.9409
S3 0.9165 0.9220 0.9394
S4 0.9001 0.9056 0.9349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9526 0.9399 0.0127 1.3% 0.0066 0.7% 71% False False 45
10 0.9602 0.9307 0.0295 3.1% 0.0065 0.7% 62% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 0.9716
2.618 0.9625
1.618 0.9569
1.000 0.9534
0.618 0.9513
HIGH 0.9478
0.618 0.9457
0.500 0.9450
0.382 0.9443
LOW 0.9422
0.618 0.9387
1.000 0.9366
1.618 0.9331
2.618 0.9275
4.250 0.9184
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 0.9476 0.9480
PP 0.9463 0.9470
S1 0.9450 0.9461

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

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