CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 0.9584 0.9527 -0.0057 -0.6% 0.9367
High 0.9637 0.9545 -0.0092 -1.0% 0.9550
Low 0.9574 0.9455 -0.0119 -1.2% 0.9350
Close 0.9585 0.9474 -0.0111 -1.2% 0.9526
Range 0.0063 0.0090 0.0027 42.9% 0.0200
ATR 0.0077 0.0081 0.0004 4.9% 0.0000
Volume 29 130 101 348.3% 304
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9761 0.9708 0.9524
R3 0.9671 0.9618 0.9499
R2 0.9581 0.9581 0.9491
R1 0.9528 0.9528 0.9482 0.9510
PP 0.9491 0.9491 0.9491 0.9482
S1 0.9438 0.9438 0.9466 0.9420
S2 0.9401 0.9401 0.9458
S3 0.9311 0.9348 0.9449
S4 0.9221 0.9258 0.9425
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 0.9455 0.0182 1.9% 0.0064 0.7% 10% False True 80
10 0.9637 0.9318 0.0319 3.4% 0.0070 0.7% 49% False False 75
20 0.9637 0.9318 0.0319 3.4% 0.0060 0.6% 49% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9928
2.618 0.9781
1.618 0.9691
1.000 0.9635
0.618 0.9601
HIGH 0.9545
0.618 0.9511
0.500 0.9500
0.382 0.9489
LOW 0.9455
0.618 0.9399
1.000 0.9365
1.618 0.9309
2.618 0.9219
4.250 0.9073
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 0.9500 0.9546
PP 0.9491 0.9522
S1 0.9483 0.9498

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

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