CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 0.9527 0.9472 -0.0055 -0.6% 0.9367
High 0.9545 0.9560 0.0015 0.2% 0.9550
Low 0.9455 0.9472 0.0017 0.2% 0.9350
Close 0.9474 0.9561 0.0087 0.9% 0.9526
Range 0.0090 0.0088 -0.0002 -2.2% 0.0200
ATR 0.0081 0.0081 0.0001 0.6% 0.0000
Volume 130 197 67 51.5% 304
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9795 0.9766 0.9609
R3 0.9707 0.9678 0.9585
R2 0.9619 0.9619 0.9577
R1 0.9590 0.9590 0.9569 0.9605
PP 0.9531 0.9531 0.9531 0.9538
S1 0.9502 0.9502 0.9553 0.9517
S2 0.9443 0.9443 0.9545
S3 0.9355 0.9414 0.9537
S4 0.9267 0.9326 0.9513
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% 0.0063 0.7% 58% False False 105
10 0.9637 0.9318 0.0319 3.3% 0.0073 0.8% 76% False False 93
20 0.9637 0.9318 0.0319 3.3% 0.0064 0.7% 76% False False 90
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9790
1.618 0.9702
1.000 0.9648
0.618 0.9614
HIGH 0.9560
0.618 0.9526
0.500 0.9516
0.382 0.9506
LOW 0.9472
0.618 0.9418
1.000 0.9384
1.618 0.9330
2.618 0.9242
4.250 0.9098
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 0.9546 0.9556
PP 0.9531 0.9551
S1 0.9516 0.9546

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

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