CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 0.9725 0.9655 -0.0070 -0.7% 0.9557
High 0.9740 0.9691 -0.0049 -0.5% 0.9707
Low 0.9668 0.9602 -0.0066 -0.7% 0.9557
Close 0.9677 0.9633 -0.0044 -0.5% 0.9690
Range 0.0072 0.0089 0.0017 23.6% 0.0150
ATR 0.0079 0.0079 0.0001 0.9% 0.0000
Volume 551 262 -289 -52.5% 1,238
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9909 0.9860 0.9682
R3 0.9820 0.9771 0.9657
R2 0.9731 0.9731 0.9649
R1 0.9682 0.9682 0.9641 0.9662
PP 0.9642 0.9642 0.9642 0.9632
S1 0.9593 0.9593 0.9625 0.9573
S2 0.9553 0.9553 0.9617
S3 0.9464 0.9504 0.9609
S4 0.9375 0.9415 0.9584
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 0.9602 0.0138 1.4% 0.0075 0.8% 22% False True 355
10 0.9740 0.9455 0.0285 3.0% 0.0076 0.8% 62% False False 240
20 0.9740 0.9318 0.0422 4.4% 0.0070 0.7% 75% False False 166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0069
2.618 0.9924
1.618 0.9835
1.000 0.9780
0.618 0.9746
HIGH 0.9691
0.618 0.9657
0.500 0.9647
0.382 0.9636
LOW 0.9602
0.618 0.9547
1.000 0.9513
1.618 0.9458
2.618 0.9369
4.250 0.9224
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 0.9647 0.9671
PP 0.9642 0.9658
S1 0.9638 0.9646

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

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