CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 0.9472 0.9557 0.0085 0.9% 0.9545
High 0.9560 0.9651 0.0091 1.0% 0.9637
Low 0.9472 0.9557 0.0085 0.9% 0.9455
Close 0.9561 0.9593 0.0032 0.3% 0.9561
Range 0.0088 0.0094 0.0006 6.8% 0.0182
ATR 0.0081 0.0082 0.0001 1.1% 0.0000
Volume 197 105 -92 -46.7% 431
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9882 0.9832 0.9645
R3 0.9788 0.9738 0.9619
R2 0.9694 0.9694 0.9610
R1 0.9644 0.9644 0.9602 0.9669
PP 0.9600 0.9600 0.9600 0.9613
S1 0.9550 0.9550 0.9584 0.9575
S2 0.9506 0.9506 0.9576
S3 0.9412 0.9456 0.9567
S4 0.9318 0.9362 0.9541
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0097 1.0011 0.9661
R3 0.9915 0.9829 0.9611
R2 0.9733 0.9733 0.9594
R1 0.9647 0.9647 0.9578 0.9690
PP 0.9551 0.9551 0.9551 0.9573
S1 0.9465 0.9465 0.9544 0.9508
S2 0.9369 0.9369 0.9528
S3 0.9187 0.9283 0.9511
S4 0.9005 0.9101 0.9461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9651 0.9455 0.0196 2.0% 0.0077 0.8% 70% True False 107
10 0.9651 0.9332 0.0319 3.3% 0.0075 0.8% 82% True False 99
20 0.9651 0.9318 0.0333 3.5% 0.0069 0.7% 83% True False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 0.9897
1.618 0.9803
1.000 0.9745
0.618 0.9709
HIGH 0.9651
0.618 0.9615
0.500 0.9604
0.382 0.9593
LOW 0.9557
0.618 0.9499
1.000 0.9463
1.618 0.9405
2.618 0.9311
4.250 0.9158
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 0.9604 0.9580
PP 0.9600 0.9566
S1 0.9597 0.9553

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

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