CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 0.9422 0.9455 0.0033 0.4% 0.9468
High 0.9464 0.9475 0.0011 0.1% 0.9490
Low 0.9399 0.9406 0.0007 0.1% 0.9338
Close 0.9437 0.9418 -0.0019 -0.2% 0.9349
Range 0.0065 0.0069 0.0004 6.2% 0.0152
ATR 0.0085 0.0084 -0.0001 -1.4% 0.0000
Volume 452 302 -150 -33.2% 2,052
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9640 0.9598 0.9456
R3 0.9571 0.9529 0.9437
R2 0.9502 0.9502 0.9431
R1 0.9460 0.9460 0.9424 0.9447
PP 0.9433 0.9433 0.9433 0.9426
S1 0.9391 0.9391 0.9412 0.9378
S2 0.9364 0.9364 0.9405
S3 0.9295 0.9322 0.9399
S4 0.9226 0.9253 0.9380
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9848 0.9751 0.9433
R3 0.9696 0.9599 0.9391
R2 0.9544 0.9544 0.9377
R1 0.9447 0.9447 0.9363 0.9420
PP 0.9392 0.9392 0.9392 0.9379
S1 0.9295 0.9295 0.9335 0.9268
S2 0.9240 0.9240 0.9321
S3 0.9088 0.9143 0.9307
S4 0.8936 0.8991 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9475 0.9327 0.0148 1.6% 0.0074 0.8% 61% True False 390
10 0.9576 0.9327 0.0249 2.6% 0.0082 0.9% 37% False False 373
20 0.9775 0.9327 0.0448 4.8% 0.0085 0.9% 20% False False 314
40 0.9775 0.9318 0.0457 4.9% 0.0076 0.8% 22% False False 208
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9768
2.618 0.9656
1.618 0.9587
1.000 0.9544
0.618 0.9518
HIGH 0.9475
0.618 0.9449
0.500 0.9441
0.382 0.9432
LOW 0.9406
0.618 0.9363
1.000 0.9337
1.618 0.9294
2.618 0.9225
4.250 0.9113
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 0.9441 0.9412
PP 0.9433 0.9407
S1 0.9426 0.9401

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

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