CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 0.9426 0.9515 0.0089 0.9% 0.9623
High 0.9512 0.9603 0.0091 1.0% 0.9642
Low 0.9419 0.9459 0.0040 0.4% 0.9364
Close 0.9506 0.9601 0.0095 1.0% 0.9506
Range 0.0093 0.0144 0.0051 54.8% 0.0278
ATR 0.0096 0.0099 0.0003 3.6% 0.0000
Volume 1,417 1,236 -181 -12.8% 8,012
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9986 0.9938 0.9680
R3 0.9842 0.9794 0.9641
R2 0.9698 0.9698 0.9627
R1 0.9650 0.9650 0.9614 0.9674
PP 0.9554 0.9554 0.9554 0.9567
S1 0.9506 0.9506 0.9588 0.9530
S2 0.9410 0.9410 0.9575
S3 0.9266 0.9362 0.9561
S4 0.9122 0.9218 0.9522
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0338 1.0200 0.9659
R3 1.0060 0.9922 0.9582
R2 0.9782 0.9782 0.9557
R1 0.9644 0.9644 0.9531 0.9574
PP 0.9504 0.9504 0.9504 0.9469
S1 0.9366 0.9366 0.9481 0.9296
S2 0.9226 0.9226 0.9455
S3 0.8948 0.9088 0.9430
S4 0.8670 0.8810 0.9353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9630 0.9364 0.0266 2.8% 0.0126 1.3% 89% False False 1,726
10 0.9642 0.9364 0.0278 2.9% 0.0106 1.1% 85% False False 1,195
20 0.9642 0.9276 0.0366 3.8% 0.0097 1.0% 89% False False 821
40 0.9775 0.9276 0.0499 5.2% 0.0091 0.9% 65% False False 556
60 0.9775 0.9276 0.0499 5.2% 0.0082 0.9% 65% False False 400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 0.9980
1.618 0.9836
1.000 0.9747
0.618 0.9692
HIGH 0.9603
0.618 0.9548
0.500 0.9531
0.382 0.9514
LOW 0.9459
0.618 0.9370
1.000 0.9315
1.618 0.9226
2.618 0.9082
4.250 0.8847
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 0.9578 0.9562
PP 0.9554 0.9523
S1 0.9531 0.9484

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

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