CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 0.9440 0.9460 0.0020 0.2% 0.9400
High 0.9481 0.9550 0.0069 0.7% 0.9454
Low 0.9426 0.9460 0.0034 0.4% 0.9318
Close 0.9472 0.9542 0.0070 0.7% 0.9380
Range 0.0055 0.0090 0.0035 63.6% 0.0136
ATR 0.0083 0.0083 0.0001 0.6% 0.0000
Volume 65 68 3 4.6% 550
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9787 0.9755 0.9592
R3 0.9697 0.9665 0.9567
R2 0.9607 0.9607 0.9559
R1 0.9575 0.9575 0.9550 0.9591
PP 0.9517 0.9517 0.9517 0.9526
S1 0.9485 0.9485 0.9534 0.9501
S2 0.9427 0.9427 0.9526
S3 0.9337 0.9395 0.9517
S4 0.9247 0.9305 0.9493
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 0.9550 0.9318 0.0232 2.4% 0.0083 0.9% 97% True False 81
10 0.9550 0.9318 0.0232 2.4% 0.0064 0.7% 97% True False 104
20 0.9602 0.9307 0.0295 3.1% 0.0064 0.7% 80% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9933
2.618 0.9786
1.618 0.9696
1.000 0.9640
0.618 0.9606
HIGH 0.9550
0.618 0.9516
0.500 0.9505
0.382 0.9494
LOW 0.9460
0.618 0.9404
1.000 0.9370
1.618 0.9314
2.618 0.9224
4.250 0.9078
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 0.9530 0.9511
PP 0.9517 0.9481
S1 0.9505 0.9450

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

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