CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 0.9900 0.9759 -0.0141 -1.4% 1.0006
High 0.9900 0.9773 -0.0127 -1.3% 1.0029
Low 0.9747 0.9657 -0.0090 -0.9% 0.9805
Close 0.9754 0.9695 -0.0059 -0.6% 0.9834
Range 0.0153 0.0116 -0.0037 -24.2% 0.0224
ATR 0.0105 0.0106 0.0001 0.7% 0.0000
Volume 56,974 102,546 45,572 80.0% 472,518
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1.0056 0.9992 0.9759
R3 0.9940 0.9876 0.9727
R2 0.9824 0.9824 0.9716
R1 0.9760 0.9760 0.9706 0.9734
PP 0.9708 0.9708 0.9708 0.9696
S1 0.9644 0.9644 0.9684 0.9618
S2 0.9592 0.9592 0.9674
S3 0.9476 0.9528 0.9663
S4 0.9360 0.9412 0.9631
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 0.9657 0.0331 3.4% 0.0123 1.3% 11% False True 90,543
10 1.0038 0.9657 0.0381 3.9% 0.0115 1.2% 10% False True 92,394
20 1.0069 0.9657 0.0412 4.2% 0.0106 1.1% 9% False True 85,804
40 1.0069 0.9657 0.0412 4.2% 0.0095 1.0% 9% False True 74,088
60 1.0069 0.9339 0.0730 7.5% 0.0094 1.0% 49% False False 50,770
80 1.0069 0.9276 0.0793 8.2% 0.0093 1.0% 53% False False 38,157
100 1.0069 0.9276 0.0793 8.2% 0.0088 0.9% 53% False False 30,557
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0266
2.618 1.0077
1.618 0.9961
1.000 0.9889
0.618 0.9845
HIGH 0.9773
0.618 0.9729
0.500 0.9715
0.382 0.9701
LOW 0.9657
0.618 0.9585
1.000 0.9541
1.618 0.9469
2.618 0.9353
4.250 0.9164
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 0.9715 0.9779
PP 0.9708 0.9751
S1 0.9702 0.9723

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

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