CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.9766 0.9825 0.0059 0.6% 0.9730
High 0.9848 0.9837 -0.0011 -0.1% 0.9848
Low 0.9754 0.9772 0.0018 0.2% 0.9677
Close 0.9827 0.9802 -0.0025 -0.3% 0.9827
Range 0.0094 0.0065 -0.0029 -30.9% 0.0171
ATR 0.0090 0.0088 -0.0002 -2.0% 0.0000
Volume 72,672 92,025 19,353 26.6% 191,648
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9999 0.9965 0.9838
R3 0.9934 0.9900 0.9820
R2 0.9869 0.9869 0.9814
R1 0.9835 0.9835 0.9808 0.9820
PP 0.9804 0.9804 0.9804 0.9796
S1 0.9770 0.9770 0.9796 0.9755
S2 0.9739 0.9739 0.9790
S3 0.9674 0.9705 0.9784
S4 0.9609 0.9640 0.9766
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0297 1.0233 0.9921
R3 1.0126 1.0062 0.9874
R2 0.9955 0.9955 0.9858
R1 0.9891 0.9891 0.9843 0.9923
PP 0.9784 0.9784 0.9784 0.9800
S1 0.9720 0.9720 0.9811 0.9752
S2 0.9613 0.9613 0.9796
S3 0.9442 0.9549 0.9780
S4 0.9271 0.9378 0.9733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9848 0.9677 0.0171 1.7% 0.0082 0.8% 73% False False 52,886
10 0.9848 0.9574 0.0274 2.8% 0.0079 0.8% 83% False False 30,866
20 0.9848 0.9364 0.0484 4.9% 0.0092 0.9% 90% False False 16,030
40 0.9848 0.9276 0.0572 5.8% 0.0091 0.9% 92% False False 8,208
60 0.9848 0.9276 0.0572 5.8% 0.0086 0.9% 92% False False 5,530
80 0.9848 0.9276 0.0572 5.8% 0.0077 0.8% 92% False False 4,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0113
2.618 1.0007
1.618 0.9942
1.000 0.9902
0.618 0.9877
HIGH 0.9837
0.618 0.9812
0.500 0.9805
0.382 0.9797
LOW 0.9772
0.618 0.9732
1.000 0.9707
1.618 0.9667
2.618 0.9602
4.250 0.9496
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.9805 0.9789
PP 0.9804 0.9776
S1 0.9803 0.9763

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

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