CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 0.9701 0.9500 -0.0201 -2.1% 0.9838
High 0.9726 0.9674 -0.0052 -0.5% 0.9900
Low 0.9293 0.9461 0.0168 1.8% 0.9293
Close 0.9407 0.9591 0.0184 2.0% 0.9591
Range 0.0433 0.0213 -0.0220 -50.8% 0.0607
ATR 0.0129 0.0139 0.0010 7.6% 0.0000
Volume 117,581 220,783 103,202 87.8% 600,096
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.0214 1.0116 0.9708
R3 1.0001 0.9903 0.9650
R2 0.9788 0.9788 0.9630
R1 0.9690 0.9690 0.9611 0.9739
PP 0.9575 0.9575 0.9575 0.9600
S1 0.9477 0.9477 0.9571 0.9526
S2 0.9362 0.9362 0.9552
S3 0.9149 0.9264 0.9532
S4 0.8936 0.9051 0.9474
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1416 1.1110 0.9925
R3 1.0809 1.0503 0.9758
R2 1.0202 1.0202 0.9702
R1 0.9896 0.9896 0.9647 0.9746
PP 0.9595 0.9595 0.9595 0.9519
S1 0.9289 0.9289 0.9535 0.9139
S2 0.8988 0.8988 0.9480
S3 0.8381 0.8682 0.9424
S4 0.7774 0.8075 0.9257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9293 0.0607 6.3% 0.0200 2.1% 49% False False 120,019
10 1.0029 0.9293 0.0736 7.7% 0.0162 1.7% 40% False False 107,261
20 1.0069 0.9293 0.0776 8.1% 0.0129 1.3% 38% False False 95,594
40 1.0069 0.9293 0.0776 8.1% 0.0107 1.1% 38% False False 80,663
60 1.0069 0.9293 0.0776 8.1% 0.0101 1.1% 38% False False 56,393
80 1.0069 0.9276 0.0793 8.3% 0.0099 1.0% 40% False False 42,381
100 1.0069 0.9276 0.0793 8.3% 0.0093 1.0% 40% False False 33,938
120 1.0069 0.9276 0.0793 8.3% 0.0086 0.9% 40% False False 28,292
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0579
2.618 1.0232
1.618 1.0019
1.000 0.9887
0.618 0.9806
HIGH 0.9674
0.618 0.9593
0.500 0.9568
0.382 0.9542
LOW 0.9461
0.618 0.9329
1.000 0.9248
1.618 0.9116
2.618 0.8903
4.250 0.8556
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 0.9583 0.9572
PP 0.9575 0.9552
S1 0.9568 0.9533

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

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