CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 0.9680 0.9725 0.0045 0.5% 0.9557
High 0.9707 0.9740 0.0033 0.3% 0.9707
Low 0.9636 0.9668 0.0032 0.3% 0.9557
Close 0.9690 0.9677 -0.0013 -0.1% 0.9690
Range 0.0071 0.0072 0.0001 1.4% 0.0150
ATR 0.0079 0.0079 -0.0001 -0.7% 0.0000
Volume 439 551 112 25.5% 1,238
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9911 0.9866 0.9717
R3 0.9839 0.9794 0.9697
R2 0.9767 0.9767 0.9690
R1 0.9722 0.9722 0.9684 0.9709
PP 0.9695 0.9695 0.9695 0.9688
S1 0.9650 0.9650 0.9670 0.9637
S2 0.9623 0.9623 0.9664
S3 0.9551 0.9578 0.9657
S4 0.9479 0.9506 0.9637
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0101 1.0046 0.9773
R3 0.9951 0.9896 0.9731
R2 0.9801 0.9801 0.9718
R1 0.9746 0.9746 0.9704 0.9774
PP 0.9651 0.9651 0.9651 0.9665
S1 0.9596 0.9596 0.9676 0.9624
S2 0.9501 0.9501 0.9663
S3 0.9351 0.9446 0.9649
S4 0.9201 0.9296 0.9608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9610 0.0130 1.3% 0.0067 0.7% 52% True False 336
10 0.9740 0.9455 0.0285 2.9% 0.0072 0.7% 78% True False 222
20 0.9740 0.9318 0.0422 4.4% 0.0067 0.7% 85% True False 155
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0046
2.618 0.9928
1.618 0.9856
1.000 0.9812
0.618 0.9784
HIGH 0.9740
0.618 0.9712
0.500 0.9704
0.382 0.9696
LOW 0.9668
0.618 0.9624
1.000 0.9596
1.618 0.9552
2.618 0.9480
4.250 0.9362
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 0.9704 0.9688
PP 0.9695 0.9684
S1 0.9686 0.9681

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

View Archives - Comment on this page... - Back to Index of Symbols