CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 0.9321 0.9304 -0.0017 -0.2% 0.9360
High 0.9379 0.9384 0.0005 0.1% 0.9475
Low 0.9300 0.9300 0.0000 0.0% 0.9276
Close 0.9317 0.9355 0.0038 0.4% 0.9317
Range 0.0079 0.0084 0.0005 6.3% 0.0199
ATR 0.0089 0.0088 0.0000 -0.4% 0.0000
Volume 514 388 -126 -24.5% 1,755
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9598 0.9561 0.9401
R3 0.9514 0.9477 0.9378
R2 0.9430 0.9430 0.9370
R1 0.9393 0.9393 0.9363 0.9412
PP 0.9346 0.9346 0.9346 0.9356
S1 0.9309 0.9309 0.9347 0.9328
S2 0.9262 0.9262 0.9340
S3 0.9178 0.9225 0.9332
S4 0.9094 0.9141 0.9309
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% 0.0096 1.0% 40% False False 380
10 0.9475 0.9276 0.0199 2.1% 0.0085 0.9% 40% False False 392
20 0.9775 0.9276 0.0499 5.3% 0.0091 1.0% 16% False False 318
40 0.9775 0.9276 0.0499 5.3% 0.0079 0.8% 16% False False 237
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9741
2.618 0.9604
1.618 0.9520
1.000 0.9468
0.618 0.9436
HIGH 0.9384
0.618 0.9352
0.500 0.9342
0.382 0.9332
LOW 0.9300
0.618 0.9248
1.000 0.9216
1.618 0.9164
2.618 0.9080
4.250 0.8943
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 0.9351 0.9348
PP 0.9346 0.9340
S1 0.9342 0.9333

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

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