CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 0.9691 0.9573 -0.0118 -1.2% 0.9725
High 0.9691 0.9576 -0.0115 -1.2% 0.9775
Low 0.9535 0.9502 -0.0033 -0.3% 0.9602
Close 0.9547 0.9519 -0.0028 -0.3% 0.9705
Range 0.0156 0.0074 -0.0082 -52.6% 0.0173
ATR 0.0087 0.0086 -0.0001 -1.1% 0.0000
Volume 211 321 110 52.1% 1,318
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9754 0.9711 0.9560
R3 0.9680 0.9637 0.9539
R2 0.9606 0.9606 0.9533
R1 0.9563 0.9563 0.9526 0.9548
PP 0.9532 0.9532 0.9532 0.9525
S1 0.9489 0.9489 0.9512 0.9474
S2 0.9458 0.9458 0.9505
S3 0.9384 0.9415 0.9499
S4 0.9310 0.9341 0.9478
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 0.9502 0.0273 2.9% 0.0096 1.0% 6% False True 176
10 0.9775 0.9502 0.0273 2.9% 0.0087 0.9% 6% False True 269
20 0.9775 0.9426 0.0349 3.7% 0.0078 0.8% 27% False False 190
40 0.9775 0.9307 0.0468 4.9% 0.0069 0.7% 45% False False 131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9891
2.618 0.9770
1.618 0.9696
1.000 0.9650
0.618 0.9622
HIGH 0.9576
0.618 0.9548
0.500 0.9539
0.382 0.9530
LOW 0.9502
0.618 0.9456
1.000 0.9428
1.618 0.9382
2.618 0.9308
4.250 0.9188
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 0.9539 0.9629
PP 0.9532 0.9592
S1 0.9526 0.9556

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

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