CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 0.9805 0.9846 0.0041 0.4% 0.9839
High 0.9872 0.9933 0.0061 0.6% 0.9855
Low 0.9803 0.9838 0.0035 0.4% 0.9705
Close 0.9851 0.9912 0.0061 0.6% 0.9722
Range 0.0069 0.0095 0.0026 37.7% 0.0150
ATR 0.0086 0.0087 0.0001 0.7% 0.0000
Volume 60,658 82,354 21,696 35.8% 382,817
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0179 1.0141 0.9964
R3 1.0084 1.0046 0.9938
R2 0.9989 0.9989 0.9929
R1 0.9951 0.9951 0.9921 0.9970
PP 0.9894 0.9894 0.9894 0.9904
S1 0.9856 0.9856 0.9903 0.9875
S2 0.9799 0.9799 0.9895
S3 0.9704 0.9761 0.9886
S4 0.9609 0.9666 0.9860
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0211 1.0116 0.9805
R3 1.0061 0.9966 0.9763
R2 0.9911 0.9911 0.9750
R1 0.9816 0.9816 0.9736 0.9789
PP 0.9761 0.9761 0.9761 0.9747
S1 0.9666 0.9666 0.9708 0.9639
S2 0.9611 0.9611 0.9695
S3 0.9461 0.9516 0.9681
S4 0.9311 0.9366 0.9640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9933 0.9705 0.0228 2.3% 0.0085 0.9% 91% True False 72,707
10 0.9938 0.9705 0.0233 2.4% 0.0092 0.9% 89% False False 72,584
20 0.9938 0.9677 0.0261 2.6% 0.0082 0.8% 90% False False 60,058
40 0.9938 0.9276 0.0662 6.7% 0.0089 0.9% 96% False False 30,688
60 0.9938 0.9276 0.0662 6.7% 0.0089 0.9% 96% False False 20,562
80 0.9938 0.9276 0.0662 6.7% 0.0083 0.8% 96% False False 15,449
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0337
2.618 1.0182
1.618 1.0087
1.000 1.0028
0.618 0.9992
HIGH 0.9933
0.618 0.9897
0.500 0.9886
0.382 0.9874
LOW 0.9838
0.618 0.9779
1.000 0.9743
1.618 0.9684
2.618 0.9589
4.250 0.9434
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 0.9903 0.9893
PP 0.9894 0.9875
S1 0.9886 0.9856

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

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