CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 0.9503 0.9468 -0.0035 -0.4% 0.9702
High 0.9552 0.9490 -0.0062 -0.6% 0.9755
Low 0.9430 0.9425 -0.0005 -0.1% 0.9430
Close 0.9444 0.9458 0.0014 0.1% 0.9444
Range 0.0122 0.0065 -0.0057 -46.7% 0.0325
ATR 0.0089 0.0087 -0.0002 -1.9% 0.0000
Volume 304 635 331 108.9% 902
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9653 0.9620 0.9494
R3 0.9588 0.9555 0.9476
R2 0.9523 0.9523 0.9470
R1 0.9490 0.9490 0.9464 0.9474
PP 0.9458 0.9458 0.9458 0.9450
S1 0.9425 0.9425 0.9452 0.9409
S2 0.9393 0.9393 0.9446
S3 0.9328 0.9360 0.9440
S4 0.9263 0.9295 0.9422
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0518 1.0306 0.9623
R3 1.0193 0.9981 0.9533
R2 0.9868 0.9868 0.9504
R1 0.9656 0.9656 0.9474 0.9600
PP 0.9543 0.9543 0.9543 0.9515
S1 0.9331 0.9331 0.9414 0.9275
S2 0.9218 0.9218 0.9384
S3 0.8893 0.9006 0.9355
S4 0.8568 0.8681 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9425 0.0330 3.5% 0.0101 1.1% 10% False True 307
10 0.9775 0.9425 0.0350 3.7% 0.0093 1.0% 9% False True 285
20 0.9775 0.9425 0.0350 3.7% 0.0080 0.8% 9% False True 231
40 0.9775 0.9307 0.0468 4.9% 0.0072 0.8% 32% False False 154
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9766
2.618 0.9660
1.618 0.9595
1.000 0.9555
0.618 0.9530
HIGH 0.9490
0.618 0.9465
0.500 0.9458
0.382 0.9450
LOW 0.9425
0.618 0.9385
1.000 0.9360
1.618 0.9320
2.618 0.9255
4.250 0.9149
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 0.9458 0.9501
PP 0.9458 0.9486
S1 0.9458 0.9472

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

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