CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 0.9460 0.9528 0.0068 0.7% 0.9400
High 0.9550 0.9550 0.0000 0.0% 0.9454
Low 0.9460 0.9525 0.0065 0.7% 0.9318
Close 0.9542 0.9526 -0.0016 -0.2% 0.9380
Range 0.0090 0.0025 -0.0065 -72.2% 0.0136
ATR 0.0083 0.0079 -0.0004 -5.0% 0.0000
Volume 68 98 30 44.1% 550
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9609 0.9592 0.9540
R3 0.9584 0.9567 0.9533
R2 0.9559 0.9559 0.9531
R1 0.9542 0.9542 0.9528 0.9538
PP 0.9534 0.9534 0.9534 0.9532
S1 0.9517 0.9517 0.9524 0.9513
S2 0.9509 0.9509 0.9521
S3 0.9484 0.9492 0.9519
S4 0.9459 0.9467 0.9512
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 0.9332 0.0218 2.3% 0.0073 0.8% 89% True False 91
10 0.9550 0.9318 0.0232 2.4% 0.0063 0.7% 90% True False 88
20 0.9602 0.9307 0.0295 3.1% 0.0062 0.7% 74% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9656
2.618 0.9615
1.618 0.9590
1.000 0.9575
0.618 0.9565
HIGH 0.9550
0.618 0.9540
0.500 0.9538
0.382 0.9535
LOW 0.9525
0.618 0.9510
1.000 0.9500
1.618 0.9485
2.618 0.9460
4.250 0.9419
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 0.9538 0.9513
PP 0.9534 0.9501
S1 0.9530 0.9488

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

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