CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 0.9515 0.9600 0.0085 0.9% 0.9623
High 0.9603 0.9698 0.0095 1.0% 0.9642
Low 0.9459 0.9574 0.0115 1.2% 0.9364
Close 0.9601 0.9651 0.0050 0.5% 0.9506
Range 0.0144 0.0124 -0.0020 -13.9% 0.0278
ATR 0.0099 0.0101 0.0002 1.8% 0.0000
Volume 1,236 2,208 972 78.6% 8,012
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0013 0.9956 0.9719
R3 0.9889 0.9832 0.9685
R2 0.9765 0.9765 0.9674
R1 0.9708 0.9708 0.9662 0.9737
PP 0.9641 0.9641 0.9641 0.9655
S1 0.9584 0.9584 0.9640 0.9613
S2 0.9517 0.9517 0.9628
S3 0.9393 0.9460 0.9617
S4 0.9269 0.9336 0.9583
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 0.9698 0.9364 0.0334 3.5% 0.0115 1.2% 86% True False 2,054
10 0.9698 0.9364 0.0334 3.5% 0.0109 1.1% 86% True False 1,377
20 0.9698 0.9276 0.0422 4.4% 0.0100 1.0% 89% True False 909
40 0.9775 0.9276 0.0499 5.2% 0.0092 1.0% 75% False False 608
60 0.9775 0.9276 0.0499 5.2% 0.0084 0.9% 75% False False 437
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0225
2.618 1.0023
1.618 0.9899
1.000 0.9822
0.618 0.9775
HIGH 0.9698
0.618 0.9651
0.500 0.9636
0.382 0.9621
LOW 0.9574
0.618 0.9497
1.000 0.9450
1.618 0.9373
2.618 0.9249
4.250 0.9047
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 0.9646 0.9620
PP 0.9641 0.9589
S1 0.9636 0.9559

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

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