CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 0.9696 0.9699 0.0003 0.0% 0.9515
High 0.9734 0.9745 0.0011 0.1% 0.9745
Low 0.9670 0.9679 0.0009 0.1% 0.9459
Close 0.9700 0.9712 0.0012 0.1% 0.9712
Range 0.0064 0.0066 0.0002 3.1% 0.0286
ATR 0.0097 0.0095 -0.0002 -2.3% 0.0000
Volume 5,127 14,173 9,046 176.4% 26,224
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9910 0.9877 0.9748
R3 0.9844 0.9811 0.9730
R2 0.9778 0.9778 0.9724
R1 0.9745 0.9745 0.9718 0.9762
PP 0.9712 0.9712 0.9712 0.9720
S1 0.9679 0.9679 0.9706 0.9696
S2 0.9646 0.9646 0.9700
S3 0.9580 0.9613 0.9694
S4 0.9514 0.9547 0.9676
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0497 1.0390 0.9869
R3 1.0211 1.0104 0.9791
R2 0.9925 0.9925 0.9764
R1 0.9818 0.9818 0.9738 0.9872
PP 0.9639 0.9639 0.9639 0.9665
S1 0.9532 0.9532 0.9686 0.9586
S2 0.9353 0.9353 0.9660
S3 0.9067 0.9246 0.9633
S4 0.8781 0.8960 0.9555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9745 0.9459 0.0286 2.9% 0.0096 1.0% 88% True False 5,244
10 0.9745 0.9364 0.0381 3.9% 0.0103 1.1% 91% True False 3,423
20 0.9745 0.9300 0.0445 4.6% 0.0095 1.0% 93% True False 1,998
40 0.9775 0.9276 0.0499 5.1% 0.0092 1.0% 87% False False 1,160
60 0.9775 0.9276 0.0499 5.1% 0.0083 0.9% 87% False False 815
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0026
2.618 0.9918
1.618 0.9852
1.000 0.9811
0.618 0.9786
HIGH 0.9745
0.618 0.9720
0.500 0.9712
0.382 0.9704
LOW 0.9679
0.618 0.9638
1.000 0.9613
1.618 0.9572
2.618 0.9506
4.250 0.9399
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 0.9712 0.9707
PP 0.9712 0.9702
S1 0.9712 0.9697

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

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