CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 0.9455 0.9418 -0.0037 -0.4% 0.9468
High 0.9475 0.9432 -0.0043 -0.5% 0.9490
Low 0.9406 0.9300 -0.0106 -1.1% 0.9338
Close 0.9418 0.9328 -0.0090 -1.0% 0.9349
Range 0.0069 0.0132 0.0063 91.3% 0.0152
ATR 0.0084 0.0088 0.0003 4.1% 0.0000
Volume 302 101 -201 -66.6% 2,052
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9749 0.9671 0.9401
R3 0.9617 0.9539 0.9364
R2 0.9485 0.9485 0.9352
R1 0.9407 0.9407 0.9340 0.9380
PP 0.9353 0.9353 0.9353 0.9340
S1 0.9275 0.9275 0.9316 0.9248
S2 0.9221 0.9221 0.9304
S3 0.9089 0.9143 0.9292
S4 0.8957 0.9011 0.9255
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 0.9300 0.0175 1.9% 0.0086 0.9% 16% False True 381
10 0.9552 0.9300 0.0252 2.7% 0.0088 0.9% 11% False True 351
20 0.9775 0.9300 0.0475 5.1% 0.0087 0.9% 6% False True 310
40 0.9775 0.9300 0.0475 5.1% 0.0077 0.8% 6% False True 211
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 0.0024
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9993
2.618 0.9778
1.618 0.9646
1.000 0.9564
0.618 0.9514
HIGH 0.9432
0.618 0.9382
0.500 0.9366
0.382 0.9350
LOW 0.9300
0.618 0.9218
1.000 0.9168
1.618 0.9086
2.618 0.8954
4.250 0.8739
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 0.9366 0.9388
PP 0.9353 0.9368
S1 0.9341 0.9348

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

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