CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 0.9702 0.9691 -0.0011 -0.1% 0.9725
High 0.9755 0.9691 -0.0064 -0.7% 0.9775
Low 0.9665 0.9535 -0.0130 -1.3% 0.9602
Close 0.9696 0.9547 -0.0149 -1.5% 0.9705
Range 0.0090 0.0156 0.0066 73.3% 0.0173
ATR 0.0082 0.0087 0.0006 6.9% 0.0000
Volume 66 211 145 219.7% 1,318
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0059 0.9959 0.9633
R3 0.9903 0.9803 0.9590
R2 0.9747 0.9747 0.9576
R1 0.9647 0.9647 0.9561 0.9619
PP 0.9591 0.9591 0.9591 0.9577
S1 0.9491 0.9491 0.9533 0.9463
S2 0.9435 0.9435 0.9518
S3 0.9279 0.9335 0.9504
S4 0.9123 0.9179 0.9461
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 0.9535 0.0240 2.5% 0.0101 1.1% 5% False True 156
10 0.9775 0.9535 0.0240 2.5% 0.0088 0.9% 5% False True 256
20 0.9775 0.9350 0.0425 4.5% 0.0081 0.8% 46% False False 178
40 0.9775 0.9307 0.0468 4.9% 0.0067 0.7% 51% False False 124
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 0.0018
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 1.0354
2.618 1.0099
1.618 0.9943
1.000 0.9847
0.618 0.9787
HIGH 0.9691
0.618 0.9631
0.500 0.9613
0.382 0.9595
LOW 0.9535
0.618 0.9439
1.000 0.9379
1.618 0.9283
2.618 0.9127
4.250 0.8872
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 0.9613 0.9653
PP 0.9591 0.9617
S1 0.9569 0.9582

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

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