CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 0.9545 0.9584 0.0039 0.4% 0.9367
High 0.9595 0.9637 0.0042 0.4% 0.9550
Low 0.9545 0.9574 0.0029 0.3% 0.9350
Close 0.9587 0.9585 -0.0002 0.0% 0.9526
Range 0.0050 0.0063 0.0013 26.0% 0.0200
ATR 0.0078 0.0077 -0.0001 -1.4% 0.0000
Volume 75 29 -46 -61.3% 304
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9788 0.9749 0.9620
R3 0.9725 0.9686 0.9602
R2 0.9662 0.9662 0.9597
R1 0.9623 0.9623 0.9591 0.9643
PP 0.9599 0.9599 0.9599 0.9608
S1 0.9560 0.9560 0.9579 0.9580
S2 0.9536 0.9536 0.9573
S3 0.9473 0.9497 0.9568
S4 0.9410 0.9434 0.9550
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 0.9637 0.9426 0.0211 2.2% 0.0057 0.6% 75% True False 67
10 0.9637 0.9318 0.0319 3.3% 0.0063 0.7% 84% True False 81
20 0.9637 0.9318 0.0319 3.3% 0.0061 0.6% 84% True 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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9905
2.618 0.9802
1.618 0.9739
1.000 0.9700
0.618 0.9676
HIGH 0.9637
0.618 0.9613
0.500 0.9606
0.382 0.9598
LOW 0.9574
0.618 0.9535
1.000 0.9511
1.618 0.9472
2.618 0.9409
4.250 0.9306
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 0.9606 0.9584
PP 0.9599 0.9582
S1 0.9592 0.9581

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

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