CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 0.9294 0.9321 0.0027 0.3% 0.9360
High 0.9390 0.9379 -0.0011 -0.1% 0.9475
Low 0.9276 0.9300 0.0024 0.3% 0.9276
Close 0.9317 0.9317 0.0000 0.0% 0.9317
Range 0.0114 0.0079 -0.0035 -30.7% 0.0199
ATR 0.0089 0.0089 -0.0001 -0.8% 0.0000
Volume 596 514 -82 -13.8% 1,755
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9569 0.9522 0.9360
R3 0.9490 0.9443 0.9339
R2 0.9411 0.9411 0.9331
R1 0.9364 0.9364 0.9324 0.9348
PP 0.9332 0.9332 0.9332 0.9324
S1 0.9285 0.9285 0.9310 0.9269
S2 0.9253 0.9253 0.9303
S3 0.9174 0.9206 0.9295
S4 0.9095 0.9127 0.9274
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% 0.0092 1.0% 21% False False 393
10 0.9475 0.9276 0.0199 2.1% 0.0088 0.9% 21% False False 368
20 0.9775 0.9276 0.0499 5.4% 0.0090 1.0% 8% False False 327
40 0.9775 0.9276 0.0499 5.4% 0.0078 0.8% 8% False False 233
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9715
2.618 0.9586
1.618 0.9507
1.000 0.9458
0.618 0.9428
HIGH 0.9379
0.618 0.9349
0.500 0.9340
0.382 0.9330
LOW 0.9300
0.618 0.9251
1.000 0.9221
1.618 0.9172
2.618 0.9093
4.250 0.8964
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 0.9340 0.9354
PP 0.9332 0.9342
S1 0.9325 0.9329

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

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