CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 0.9838 0.9900 0.0062 0.6% 1.0006
High 0.9900 0.9900 0.0000 0.0% 1.0029
Low 0.9816 0.9747 -0.0069 -0.7% 0.9805
Close 0.9897 0.9754 -0.0143 -1.4% 0.9834
Range 0.0084 0.0153 0.0069 82.1% 0.0224
ATR 0.0101 0.0105 0.0004 3.6% 0.0000
Volume 102,212 56,974 -45,238 -44.3% 472,518
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 1.0259 1.0160 0.9838
R3 1.0106 1.0007 0.9796
R2 0.9953 0.9953 0.9782
R1 0.9854 0.9854 0.9768 0.9827
PP 0.9800 0.9800 0.9800 0.9787
S1 0.9701 0.9701 0.9740 0.9674
S2 0.9647 0.9647 0.9726
S3 0.9494 0.9548 0.9712
S4 0.9341 0.9395 0.9670
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0561 1.0422 0.9957
R3 1.0337 1.0198 0.9896
R2 1.0113 1.0113 0.9875
R1 0.9974 0.9974 0.9855 0.9932
PP 0.9889 0.9889 0.9889 0.9868
S1 0.9750 0.9750 0.9813 0.9708
S2 0.9665 0.9665 0.9793
S3 0.9441 0.9526 0.9772
S4 0.9217 0.9302 0.9711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9988 0.9747 0.0241 2.5% 0.0124 1.3% 3% False True 96,012
10 1.0069 0.9747 0.0322 3.3% 0.0111 1.1% 2% False True 94,501
20 1.0069 0.9747 0.0322 3.3% 0.0104 1.1% 2% False True 83,573
40 1.0069 0.9677 0.0392 4.0% 0.0094 1.0% 20% False False 72,134
60 1.0069 0.9300 0.0769 7.9% 0.0094 1.0% 59% False False 49,067
80 1.0069 0.9276 0.0793 8.1% 0.0093 1.0% 60% False False 36,882
100 1.0069 0.9276 0.0793 8.1% 0.0087 0.9% 60% False False 29,534
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0550
2.618 1.0301
1.618 1.0148
1.000 1.0053
0.618 0.9995
HIGH 0.9900
0.618 0.9842
0.500 0.9824
0.382 0.9805
LOW 0.9747
0.618 0.9652
1.000 0.9594
1.618 0.9499
2.618 0.9346
4.250 0.9097
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 0.9824 0.9866
PP 0.9800 0.9828
S1 0.9777 0.9791

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

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