CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 0.9333 0.9367 0.0034 0.4% 0.9400
High 0.9397 0.9478 0.0081 0.9% 0.9454
Low 0.9332 0.9350 0.0018 0.2% 0.9318
Close 0.9380 0.9421 0.0041 0.4% 0.9380
Range 0.0065 0.0128 0.0063 96.9% 0.0136
ATR 0.0081 0.0084 0.0003 4.2% 0.0000
Volume 153 73 -80 -52.3% 550
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9800 0.9739 0.9491
R3 0.9672 0.9611 0.9456
R2 0.9544 0.9544 0.9444
R1 0.9483 0.9483 0.9433 0.9514
PP 0.9416 0.9416 0.9416 0.9432
S1 0.9355 0.9355 0.9409 0.9386
S2 0.9288 0.9288 0.9398
S3 0.9160 0.9227 0.9386
S4 0.9032 0.9099 0.9351
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9792 0.9722 0.9455
R3 0.9656 0.9586 0.9417
R2 0.9520 0.9520 0.9405
R1 0.9450 0.9450 0.9392 0.9417
PP 0.9384 0.9384 0.9384 0.9368
S1 0.9314 0.9314 0.9368 0.9281
S2 0.9248 0.9248 0.9355
S3 0.9112 0.9178 0.9343
S4 0.8976 0.9042 0.9305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9478 0.9318 0.0160 1.7% 0.0070 0.7% 64% True False 96
10 0.9527 0.9318 0.0209 2.2% 0.0064 0.7% 49% False False 111
20 0.9602 0.9307 0.0295 3.1% 0.0059 0.6% 39% False False 73
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 0.0011
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.0022
2.618 0.9813
1.618 0.9685
1.000 0.9606
0.618 0.9557
HIGH 0.9478
0.618 0.9429
0.500 0.9414
0.382 0.9399
LOW 0.9350
0.618 0.9271
1.000 0.9222
1.618 0.9143
2.618 0.9015
4.250 0.8806
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 0.9419 0.9413
PP 0.9416 0.9406
S1 0.9414 0.9398

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

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