CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 0.9435 0.9434 -0.0001 0.0% 0.9433
High 0.9436 0.9452 0.0016 0.2% 0.9527
Low 0.9416 0.9393 -0.0023 -0.2% 0.9399
Close 0.9420 0.9405 -0.0015 -0.2% 0.9429
Range 0.0020 0.0059 0.0039 195.0% 0.0128
ATR 0.0083 0.0082 -0.0002 -2.1% 0.0000
Volume 192 14 -178 -92.7% 504
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9594 0.9558 0.9437
R3 0.9535 0.9499 0.9421
R2 0.9476 0.9476 0.9416
R1 0.9440 0.9440 0.9410 0.9429
PP 0.9417 0.9417 0.9417 0.9411
S1 0.9381 0.9381 0.9400 0.9370
S2 0.9358 0.9358 0.9394
S3 0.9299 0.9322 0.9389
S4 0.9240 0.9263 0.9373
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9836 0.9760 0.9499
R3 0.9708 0.9632 0.9464
R2 0.9580 0.9580 0.9452
R1 0.9504 0.9504 0.9441 0.9478
PP 0.9452 0.9452 0.9452 0.9439
S1 0.9376 0.9376 0.9417 0.9350
S2 0.9324 0.9324 0.9406
S3 0.9196 0.9248 0.9394
S4 0.9068 0.9120 0.9359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9527 0.9383 0.0144 1.5% 0.0044 0.5% 15% False False 127
10 0.9527 0.9383 0.0144 1.5% 0.0055 0.6% 15% False False 86
20 0.9602 0.9307 0.0295 3.1% 0.0050 0.5% 33% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9703
2.618 0.9606
1.618 0.9547
1.000 0.9511
0.618 0.9488
HIGH 0.9452
0.618 0.9429
0.500 0.9423
0.382 0.9416
LOW 0.9393
0.618 0.9357
1.000 0.9334
1.618 0.9298
2.618 0.9239
4.250 0.9142
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 0.9423 0.9419
PP 0.9417 0.9414
S1 0.9411 0.9410

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

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