CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 0.9434 0.9395 -0.0039 -0.4% 0.9433
High 0.9452 0.9395 -0.0057 -0.6% 0.9527
Low 0.9393 0.9318 -0.0075 -0.8% 0.9399
Close 0.9405 0.9342 -0.0063 -0.7% 0.9429
Range 0.0059 0.0077 0.0018 30.5% 0.0128
ATR 0.0082 0.0082 0.0000 0.5% 0.0000
Volume 14 50 36 257.1% 504
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9583 0.9539 0.9384
R3 0.9506 0.9462 0.9363
R2 0.9429 0.9429 0.9356
R1 0.9385 0.9385 0.9349 0.9369
PP 0.9352 0.9352 0.9352 0.9343
S1 0.9308 0.9308 0.9335 0.9292
S2 0.9275 0.9275 0.9328
S3 0.9198 0.9231 0.9321
S4 0.9121 0.9154 0.9300
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 0.9462 0.9318 0.0144 1.5% 0.0053 0.6% 17% False True 85
10 0.9527 0.9318 0.0209 2.2% 0.0062 0.7% 11% False True 91
20 0.9602 0.9307 0.0295 3.2% 0.0051 0.5% 12% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9722
2.618 0.9597
1.618 0.9520
1.000 0.9472
0.618 0.9443
HIGH 0.9395
0.618 0.9366
0.500 0.9357
0.382 0.9347
LOW 0.9318
0.618 0.9270
1.000 0.9241
1.618 0.9193
2.618 0.9116
4.250 0.8991
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 0.9357 0.9385
PP 0.9352 0.9371
S1 0.9347 0.9356

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

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