CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 0.9528 0.9545 0.0017 0.2% 0.9367
High 0.9550 0.9595 0.0045 0.5% 0.9550
Low 0.9525 0.9545 0.0020 0.2% 0.9350
Close 0.9526 0.9587 0.0061 0.6% 0.9526
Range 0.0025 0.0050 0.0025 100.0% 0.0200
ATR 0.0079 0.0078 -0.0001 -0.9% 0.0000
Volume 98 75 -23 -23.5% 304
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9726 0.9706 0.9615
R3 0.9676 0.9656 0.9601
R2 0.9626 0.9626 0.9596
R1 0.9606 0.9606 0.9592 0.9616
PP 0.9576 0.9576 0.9576 0.9581
S1 0.9556 0.9556 0.9582 0.9566
S2 0.9526 0.9526 0.9578
S3 0.9476 0.9506 0.9573
S4 0.9426 0.9456 0.9560
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.0075 1.0001 0.9636
R3 0.9875 0.9801 0.9581
R2 0.9675 0.9675 0.9563
R1 0.9601 0.9601 0.9544 0.9638
PP 0.9475 0.9475 0.9475 0.9494
S1 0.9401 0.9401 0.9508 0.9438
S2 0.9275 0.9275 0.9489
S3 0.9075 0.9201 0.9471
S4 0.8875 0.9001 0.9416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9595 0.9350 0.0245 2.6% 0.0070 0.7% 97% True False 75
10 0.9595 0.9318 0.0277 2.9% 0.0064 0.7% 97% True False 92
20 0.9602 0.9318 0.0284 3.0% 0.0059 0.6% 95% False False 83
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9808
2.618 0.9726
1.618 0.9676
1.000 0.9645
0.618 0.9626
HIGH 0.9595
0.618 0.9576
0.500 0.9570
0.382 0.9564
LOW 0.9545
0.618 0.9514
1.000 0.9495
1.618 0.9464
2.618 0.9414
4.250 0.9333
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 0.9581 0.9567
PP 0.9576 0.9547
S1 0.9570 0.9528

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

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