CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 0.9687 0.9769 0.0082 0.8% 0.9838
High 0.9795 0.9853 0.0058 0.6% 0.9900
Low 0.9591 0.9720 0.0129 1.3% 0.9293
Close 0.9760 0.9815 0.0055 0.6% 0.9591
Range 0.0204 0.0133 -0.0071 -34.8% 0.0607
ATR 0.0144 0.0143 -0.0001 -0.5% 0.0000
Volume 194,265 107,319 -86,946 -44.8% 600,096
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 1.0195 1.0138 0.9888
R3 1.0062 1.0005 0.9852
R2 0.9929 0.9929 0.9839
R1 0.9872 0.9872 0.9827 0.9901
PP 0.9796 0.9796 0.9796 0.9810
S1 0.9739 0.9739 0.9803 0.9768
S2 0.9663 0.9663 0.9791
S3 0.9530 0.9606 0.9778
S4 0.9397 0.9473 0.9742
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 0.9853 0.9293 0.0560 5.7% 0.0220 2.2% 93% True False 148,498
10 0.9988 0.9293 0.0695 7.1% 0.0172 1.8% 75% False False 122,255
20 1.0069 0.9293 0.0776 7.9% 0.0139 1.4% 67% False False 104,126
40 1.0069 0.9293 0.0776 7.9% 0.0111 1.1% 67% False False 84,085
60 1.0069 0.9293 0.0776 7.9% 0.0105 1.1% 67% False False 61,400
80 1.0069 0.9276 0.0793 8.1% 0.0101 1.0% 68% False False 46,147
100 1.0069 0.9276 0.0793 8.1% 0.0096 1.0% 68% False False 36,952
120 1.0069 0.9276 0.0793 8.1% 0.0088 0.9% 68% False False 30,805
Crabel Price Patterns
NR True
NR4 True
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0418
2.618 1.0201
1.618 1.0068
1.000 0.9986
0.618 0.9935
HIGH 0.9853
0.618 0.9802
0.500 0.9787
0.382 0.9771
LOW 0.9720
0.618 0.9638
1.000 0.9587
1.618 0.9505
2.618 0.9372
4.250 0.9155
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 0.9806 0.9762
PP 0.9796 0.9710
S1 0.9787 0.9657

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

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