CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 0.9615 0.9610 -0.0005 -0.1% 0.9545
High 0.9664 0.9694 0.0030 0.3% 0.9637
Low 0.9612 0.9610 -0.0002 0.0% 0.9455
Close 0.9618 0.9681 0.0063 0.7% 0.9561
Range 0.0052 0.0084 0.0032 61.5% 0.0182
ATR 0.0081 0.0082 0.0000 0.2% 0.0000
Volume 167 187 20 12.0% 431
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9914 0.9881 0.9727
R3 0.9830 0.9797 0.9704
R2 0.9746 0.9746 0.9696
R1 0.9713 0.9713 0.9689 0.9730
PP 0.9662 0.9662 0.9662 0.9670
S1 0.9629 0.9629 0.9673 0.9646
S2 0.9578 0.9578 0.9666
S3 0.9494 0.9545 0.9658
S4 0.9410 0.9461 0.9635
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 0.9694 0.9455 0.0239 2.5% 0.0082 0.8% 95% True False 157
10 0.9694 0.9426 0.0268 2.8% 0.0069 0.7% 95% True False 112
20 0.9694 0.9318 0.0376 3.9% 0.0067 0.7% 97% True False 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 0.9914
1.618 0.9830
1.000 0.9778
0.618 0.9746
HIGH 0.9694
0.618 0.9662
0.500 0.9652
0.382 0.9642
LOW 0.9610
0.618 0.9558
1.000 0.9526
1.618 0.9474
2.618 0.9390
4.250 0.9253
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 0.9671 0.9663
PP 0.9662 0.9644
S1 0.9652 0.9626

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

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