CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 0.9418 0.9294 -0.0124 -1.3% 0.9360
High 0.9432 0.9390 -0.0042 -0.4% 0.9475
Low 0.9300 0.9276 -0.0024 -0.3% 0.9276
Close 0.9328 0.9317 -0.0011 -0.1% 0.9317
Range 0.0132 0.0114 -0.0018 -13.6% 0.0199
ATR 0.0088 0.0089 0.0002 2.2% 0.0000
Volume 101 596 495 490.1% 1,755
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9670 0.9607 0.9380
R3 0.9556 0.9493 0.9348
R2 0.9442 0.9442 0.9338
R1 0.9379 0.9379 0.9327 0.9411
PP 0.9328 0.9328 0.9328 0.9343
S1 0.9265 0.9265 0.9307 0.9297
S2 0.9214 0.9214 0.9296
S3 0.9100 0.9151 0.9286
S4 0.8986 0.9037 0.9254
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9953 0.9834 0.9426
R3 0.9754 0.9635 0.9372
R2 0.9555 0.9555 0.9353
R1 0.9436 0.9436 0.9335 0.9396
PP 0.9356 0.9356 0.9356 0.9336
S1 0.9237 0.9237 0.9299 0.9197
S2 0.9157 0.9157 0.9281
S3 0.8958 0.9038 0.9262
S4 0.8759 0.8839 0.9208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9475 0.9276 0.0199 2.1% 0.0095 1.0% 21% False True 351
10 0.9490 0.9276 0.0214 2.3% 0.0087 0.9% 19% False True 380
20 0.9775 0.9276 0.0499 5.4% 0.0090 1.0% 8% False True 323
40 0.9775 0.9276 0.0499 5.4% 0.0077 0.8% 8% False True 223
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9875
2.618 0.9688
1.618 0.9574
1.000 0.9504
0.618 0.9460
HIGH 0.9390
0.618 0.9346
0.500 0.9333
0.382 0.9320
LOW 0.9276
0.618 0.9206
1.000 0.9162
1.618 0.9092
2.618 0.8978
4.250 0.8792
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 0.9333 0.9376
PP 0.9328 0.9356
S1 0.9322 0.9337

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

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