CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 0.9759 0.9701 -0.0058 -0.6% 1.0006
High 0.9773 0.9726 -0.0047 -0.5% 1.0029
Low 0.9657 0.9293 -0.0364 -3.8% 0.9805
Close 0.9695 0.9407 -0.0288 -3.0% 0.9834
Range 0.0116 0.0433 0.0317 273.3% 0.0224
ATR 0.0106 0.0129 0.0023 22.1% 0.0000
Volume 102,546 117,581 15,035 14.7% 472,518
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 1.0774 1.0524 0.9645
R3 1.0341 1.0091 0.9526
R2 0.9908 0.9908 0.9486
R1 0.9658 0.9658 0.9447 0.9567
PP 0.9475 0.9475 0.9475 0.9430
S1 0.9225 0.9225 0.9367 0.9134
S2 0.9042 0.9042 0.9328
S3 0.8609 0.8792 0.9288
S4 0.8176 0.8359 0.9169
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 0.9984 0.9293 0.0691 7.3% 0.0189 2.0% 16% False True 90,854
10 1.0031 0.9293 0.0738 7.8% 0.0150 1.6% 15% False True 95,206
20 1.0069 0.9293 0.0776 8.2% 0.0123 1.3% 15% False True 87,965
40 1.0069 0.9293 0.0776 8.2% 0.0104 1.1% 15% False True 76,369
60 1.0069 0.9293 0.0776 8.2% 0.0100 1.1% 15% False True 52,720
80 1.0069 0.9276 0.0793 8.4% 0.0098 1.0% 17% False False 39,624
100 1.0069 0.9276 0.0793 8.4% 0.0092 1.0% 17% False False 31,732
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 1.1566
2.618 1.0860
1.618 1.0427
1.000 1.0159
0.618 0.9994
HIGH 0.9726
0.618 0.9561
0.500 0.9510
0.382 0.9458
LOW 0.9293
0.618 0.9025
1.000 0.8860
1.618 0.8592
2.618 0.8159
4.250 0.7453
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 0.9510 0.9597
PP 0.9475 0.9533
S1 0.9441 0.9470

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

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