CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 0.9768 0.9702 -0.0066 -0.7% 0.9725
High 0.9770 0.9755 -0.0015 -0.2% 0.9775
Low 0.9698 0.9665 -0.0033 -0.3% 0.9602
Close 0.9705 0.9696 -0.0009 -0.1% 0.9705
Range 0.0072 0.0090 0.0018 25.0% 0.0173
ATR 0.0081 0.0082 0.0001 0.8% 0.0000
Volume 134 66 -68 -50.7% 1,318
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9975 0.9926 0.9746
R3 0.9885 0.9836 0.9721
R2 0.9795 0.9795 0.9713
R1 0.9746 0.9746 0.9704 0.9726
PP 0.9705 0.9705 0.9705 0.9695
S1 0.9656 0.9656 0.9688 0.9636
S2 0.9615 0.9615 0.9680
S3 0.9525 0.9566 0.9671
S4 0.9435 0.9476 0.9647
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0213 1.0132 0.9800
R3 1.0040 0.9959 0.9753
R2 0.9867 0.9867 0.9737
R1 0.9786 0.9786 0.9721 0.9740
PP 0.9694 0.9694 0.9694 0.9671
S1 0.9613 0.9613 0.9689 0.9567
S2 0.9521 0.9521 0.9673
S3 0.9348 0.9440 0.9657
S4 0.9175 0.9267 0.9610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9602 0.0173 1.8% 0.0088 0.9% 54% False False 166
10 0.9775 0.9602 0.0173 1.8% 0.0077 0.8% 54% False False 251
20 0.9775 0.9332 0.0443 4.6% 0.0076 0.8% 82% False False 175
40 0.9775 0.9307 0.0468 4.8% 0.0063 0.7% 83% False False 122
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0138
2.618 0.9991
1.618 0.9901
1.000 0.9845
0.618 0.9811
HIGH 0.9755
0.618 0.9721
0.500 0.9710
0.382 0.9699
LOW 0.9665
0.618 0.9609
1.000 0.9575
1.618 0.9519
2.618 0.9429
4.250 0.9283
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 0.9710 0.9720
PP 0.9705 0.9712
S1 0.9701 0.9704

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

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