CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 0.9657 0.9696 0.0039 0.4% 0.9623
High 0.9731 0.9734 0.0003 0.0% 0.9642
Low 0.9649 0.9670 0.0021 0.2% 0.9364
Close 0.9697 0.9700 0.0003 0.0% 0.9506
Range 0.0082 0.0064 -0.0018 -22.0% 0.0278
ATR 0.0100 0.0097 -0.0003 -2.6% 0.0000
Volume 3,480 5,127 1,647 47.3% 8,012
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9893 0.9861 0.9735
R3 0.9829 0.9797 0.9718
R2 0.9765 0.9765 0.9712
R1 0.9733 0.9733 0.9706 0.9749
PP 0.9701 0.9701 0.9701 0.9710
S1 0.9669 0.9669 0.9694 0.9685
S2 0.9637 0.9637 0.9688
S3 0.9573 0.9605 0.9682
S4 0.9509 0.9541 0.9665
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 0.9734 0.9419 0.0315 3.2% 0.0101 1.0% 89% True False 2,693
10 0.9734 0.9364 0.0370 3.8% 0.0109 1.1% 91% True False 2,112
20 0.9734 0.9276 0.0458 4.7% 0.0097 1.0% 93% True False 1,319
40 0.9775 0.9276 0.0499 5.1% 0.0092 0.9% 85% False False 815
60 0.9775 0.9276 0.0499 5.1% 0.0084 0.9% 85% False False 580
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0027
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0006
2.618 0.9902
1.618 0.9838
1.000 0.9798
0.618 0.9774
HIGH 0.9734
0.618 0.9710
0.500 0.9702
0.382 0.9694
LOW 0.9670
0.618 0.9630
1.000 0.9606
1.618 0.9566
2.618 0.9502
4.250 0.9398
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 0.9702 0.9685
PP 0.9701 0.9669
S1 0.9701 0.9654

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

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