CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 0.9372 0.9407 0.0035 0.4% 0.9360
High 0.9428 0.9540 0.0112 1.2% 0.9475
Low 0.9339 0.9407 0.0068 0.7% 0.9276
Close 0.9419 0.9525 0.0106 1.1% 0.9317
Range 0.0089 0.0133 0.0044 49.4% 0.0199
ATR 0.0088 0.0092 0.0003 3.6% 0.0000
Volume 555 433 -122 -22.0% 1,755
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9890 0.9840 0.9598
R3 0.9757 0.9707 0.9562
R2 0.9624 0.9624 0.9549
R1 0.9574 0.9574 0.9537 0.9599
PP 0.9491 0.9491 0.9491 0.9503
S1 0.9441 0.9441 0.9513 0.9466
S2 0.9358 0.9358 0.9501
S3 0.9225 0.9308 0.9488
S4 0.9092 0.9175 0.9452
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 0.9540 0.9276 0.0264 2.8% 0.0100 1.0% 94% True False 497
10 0.9540 0.9276 0.0264 2.8% 0.0093 1.0% 94% True False 439
20 0.9775 0.9276 0.0499 5.2% 0.0093 1.0% 50% False False 344
40 0.9775 0.9276 0.0499 5.2% 0.0082 0.9% 50% False False 257
60 0.9775 0.9276 0.0499 5.2% 0.0071 0.7% 50% False False 191
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 0.0020
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 0.9888
1.618 0.9755
1.000 0.9673
0.618 0.9622
HIGH 0.9540
0.618 0.9489
0.500 0.9474
0.382 0.9458
LOW 0.9407
0.618 0.9325
1.000 0.9274
1.618 0.9192
2.618 0.9059
4.250 0.8842
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 0.9508 0.9490
PP 0.9491 0.9455
S1 0.9474 0.9420

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

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