CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 0.9500 0.9687 0.0187 2.0% 0.9838
High 0.9674 0.9795 0.0121 1.3% 0.9900
Low 0.9461 0.9591 0.0130 1.4% 0.9293
Close 0.9591 0.9760 0.0169 1.8% 0.9591
Range 0.0213 0.0204 -0.0009 -4.2% 0.0607
ATR 0.0139 0.0144 0.0005 3.3% 0.0000
Volume 220,783 194,265 -26,518 -12.0% 600,096
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 1.0327 1.0248 0.9872
R3 1.0123 1.0044 0.9816
R2 0.9919 0.9919 0.9797
R1 0.9840 0.9840 0.9779 0.9880
PP 0.9715 0.9715 0.9715 0.9735
S1 0.9636 0.9636 0.9741 0.9676
S2 0.9511 0.9511 0.9723
S3 0.9307 0.9432 0.9704
S4 0.9103 0.9228 0.9648
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 6.2% 0.0224 2.3% 77% False False 138,429
10 1.0001 0.9293 0.0708 7.3% 0.0177 1.8% 66% False False 116,948
20 1.0069 0.9293 0.0776 8.0% 0.0136 1.4% 60% False False 101,701
40 1.0069 0.9293 0.0776 8.0% 0.0109 1.1% 60% False False 83,703
60 1.0069 0.9293 0.0776 8.0% 0.0103 1.1% 60% False False 59,618
80 1.0069 0.9276 0.0793 8.1% 0.0100 1.0% 61% False False 44,807
100 1.0069 0.9276 0.0793 8.1% 0.0095 1.0% 61% False False 35,879
120 1.0069 0.9276 0.0793 8.1% 0.0087 0.9% 61% False False 29,910
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0662
2.618 1.0329
1.618 1.0125
1.000 0.9999
0.618 0.9921
HIGH 0.9795
0.618 0.9717
0.500 0.9693
0.382 0.9669
LOW 0.9591
0.618 0.9465
1.000 0.9387
1.618 0.9261
2.618 0.9057
4.250 0.8724
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 0.9738 0.9688
PP 0.9715 0.9616
S1 0.9693 0.9544

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

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