CME Canadian Dollar Future June 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	0.9860	0.9839	-0.0021	-0.2%	0.9825
High	0.9938	0.9855	-0.0083	-0.8%	0.9938
Low	0.9815	0.9761	-0.0054	-0.6%	0.9772
Close	0.9844	0.9804	-0.0040	-0.4%	0.9844
Range	0.0123	0.0094	-0.0029	-23.6%	0.0166
ATR	0.0086	0.0087	0.0001	0.6%	0.0000
Volume	54,340	85,365	31,025	57.1%	323,839

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0089	1.0040	0.9856
R3	0.9995	0.9946	0.9830
R2	0.9901	0.9901	0.9821
R1	0.9852	0.9852	0.9813	0.9830
PP	0.9807	0.9807	0.9807	0.9795
S1	0.9758	0.9758	0.9795	0.9736
S2	0.9713	0.9713	0.9787
S3	0.9619	0.9664	0.9778
S4	0.9525	0.9570	0.9752

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0349	1.0263	0.9935
R3	1.0183	1.0097	0.9890
R2	1.0017	1.0017	0.9874
R1	0.9931	0.9931	0.9859	0.9974
PP	0.9851	0.9851	0.9851	0.9873
S1	0.9765	0.9765	0.9829	0.9808
S2	0.9685	0.9685	0.9814
S3	0.9519	0.9599	0.9798
S4	0.9353	0.9433	0.9753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9938	0.9761	0.0177	1.8%	0.0083	0.8%	24%	False	True	63,435
10	0.9938	0.9677	0.0261	2.7%	0.0082	0.8%	49%	False	False	58,161
20	0.9938	0.9364	0.0574	5.9%	0.0092	0.9%	77%	False	False	31,723
40	0.9938	0.9276	0.0662	6.8%	0.0089	0.9%	80%	False	False	16,099
60	0.9938	0.9276	0.0662	6.8%	0.0086	0.9%	80%	False	False	10,810
80	0.9938	0.9276	0.0662	6.8%	0.0081	0.8%	80%	False	False	8,127

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0255
2.618	1.0101
1.618	1.0007
1.000	0.9949
0.618	0.9913
HIGH	0.9855
0.618	0.9819
0.500	0.9808
0.382	0.9797
LOW	0.9761
0.618	0.9703
1.000	0.9667
1.618	0.9609
2.618	0.9515
4.250	0.9362

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	0.9808	0.9850
PP	0.9807	0.9834
S1	0.9805	0.9819

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols