CME Canadian Dollar Future June 2010


Show Legacy Chart
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

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

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