CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 0.9769 0.9798 0.0029 0.3% 0.9838
High 0.9853 0.9849 -0.0004 0.0% 0.9900
Low 0.9720 0.9758 0.0038 0.4% 0.9293
Close 0.9815 0.9806 -0.0009 -0.1% 0.9591
Range 0.0133 0.0091 -0.0042 -31.6% 0.0607
ATR 0.0143 0.0139 -0.0004 -2.6% 0.0000
Volume 107,319 99,813 -7,506 -7.0% 600,096
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 1.0077 1.0033 0.9856
R3 0.9986 0.9942 0.9831
R2 0.9895 0.9895 0.9823
R1 0.9851 0.9851 0.9814 0.9873
PP 0.9804 0.9804 0.9804 0.9816
S1 0.9760 0.9760 0.9798 0.9782
S2 0.9713 0.9713 0.9789
S3 0.9622 0.9669 0.9781
S4 0.9531 0.9578 0.9756
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% 0.0215 2.2% 92% False False 147,952
10 0.9988 0.9293 0.0695 7.1% 0.0169 1.7% 74% False False 119,248
20 1.0069 0.9293 0.0776 7.9% 0.0140 1.4% 66% False False 106,473
40 1.0069 0.9293 0.0776 7.9% 0.0112 1.1% 66% False False 85,080
60 1.0069 0.9293 0.0776 7.9% 0.0105 1.1% 66% False False 63,057
80 1.0069 0.9276 0.0793 8.1% 0.0101 1.0% 67% False False 47,394
100 1.0069 0.9276 0.0793 8.1% 0.0096 1.0% 67% False False 37,950
120 1.0069 0.9276 0.0793 8.1% 0.0089 0.9% 67% False False 31,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0236
2.618 1.0087
1.618 0.9996
1.000 0.9940
0.618 0.9905
HIGH 0.9849
0.618 0.9814
0.500 0.9804
0.382 0.9793
LOW 0.9758
0.618 0.9702
1.000 0.9667
1.618 0.9611
2.618 0.9520
4.250 0.9371
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 0.9805 0.9778
PP 0.9804 0.9750
S1 0.9804 0.9722

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

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