CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 1.0006 0.9991 -0.0015 -0.1% 0.9854
High 1.0029 1.0001 -0.0028 -0.3% 1.0069
Low 0.9975 0.9821 -0.0154 -1.5% 0.9789
Close 0.9984 0.9858 -0.0126 -1.3% 0.9999
Range 0.0054 0.0180 0.0126 233.3% 0.0280
ATR 0.0090 0.0096 0.0006 7.2% 0.0000
Volume 97,395 54,248 -43,147 -44.3% 540,304
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0433 1.0326 0.9957
R3 1.0253 1.0146 0.9908
R2 1.0073 1.0073 0.9891
R1 0.9966 0.9966 0.9875 0.9930
PP 0.9893 0.9893 0.9893 0.9875
S1 0.9786 0.9786 0.9842 0.9750
S2 0.9713 0.9713 0.9825
S3 0.9533 0.9606 0.9809
S4 0.9353 0.9426 0.9759
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0792 1.0676 1.0153
R3 1.0512 1.0396 1.0076
R2 1.0232 1.0232 1.0050
R1 1.0116 1.0116 1.0025 1.0174
PP 0.9952 0.9952 0.9952 0.9982
S1 0.9836 0.9836 0.9973 0.9894
S2 0.9672 0.9672 0.9948
S3 0.9392 0.9556 0.9922
S4 0.9112 0.9276 0.9845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0069 0.9821 0.0248 2.5% 0.0099 1.0% 15% False True 92,991
10 1.0069 0.9789 0.0280 2.8% 0.0106 1.1% 25% False False 85,998
20 1.0069 0.9779 0.0290 2.9% 0.0092 0.9% 27% False False 72,011
40 1.0069 0.9574 0.0495 5.0% 0.0088 0.9% 57% False False 61,238
60 1.0069 0.9276 0.0793 8.0% 0.0091 0.9% 73% False False 41,099
80 1.0069 0.9276 0.0793 8.0% 0.0089 0.9% 73% False False 30,897
100 1.0069 0.9276 0.0793 8.0% 0.0084 0.9% 73% False False 24,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0766
2.618 1.0472
1.618 1.0292
1.000 1.0181
0.618 1.0112
HIGH 1.0001
0.618 0.9932
0.500 0.9911
0.382 0.9890
LOW 0.9821
0.618 0.9710
1.000 0.9641
1.618 0.9530
2.618 0.9350
4.250 0.9056
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 0.9911 0.9926
PP 0.9893 0.9903
S1 0.9876 0.9881

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

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