CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 0.9798 0.9811 0.0013 0.1% 0.9838
High 0.9849 0.9891 0.0042 0.4% 0.9900
Low 0.9758 0.9795 0.0037 0.4% 0.9293
Close 0.9806 0.9829 0.0023 0.2% 0.9591
Range 0.0091 0.0096 0.0005 5.5% 0.0607
ATR 0.0139 0.0136 -0.0003 -2.2% 0.0000
Volume 99,813 74,791 -25,022 -25.1% 600,096
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 1.0126 1.0074 0.9882
R3 1.0030 0.9978 0.9855
R2 0.9934 0.9934 0.9847
R1 0.9882 0.9882 0.9838 0.9908
PP 0.9838 0.9838 0.9838 0.9852
S1 0.9786 0.9786 0.9820 0.9812
S2 0.9742 0.9742 0.9811
S3 0.9646 0.9690 0.9803
S4 0.9550 0.9594 0.9776
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 0.9891 0.9461 0.0430 4.4% 0.0147 1.5% 86% True False 139,394
10 0.9984 0.9293 0.0691 7.0% 0.0168 1.7% 78% False False 115,124
20 1.0069 0.9293 0.0776 7.9% 0.0141 1.4% 69% False False 107,132
40 1.0069 0.9293 0.0776 7.9% 0.0112 1.1% 69% False False 85,469
60 1.0069 0.9293 0.0776 7.9% 0.0106 1.1% 69% False False 64,290
80 1.0069 0.9276 0.0793 8.1% 0.0100 1.0% 70% False False 48,326
100 1.0069 0.9276 0.0793 8.1% 0.0097 1.0% 70% False False 38,696
120 1.0069 0.9276 0.0793 8.1% 0.0089 0.9% 70% False False 32,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0299
2.618 1.0142
1.618 1.0046
1.000 0.9987
0.618 0.9950
HIGH 0.9891
0.618 0.9854
0.500 0.9843
0.382 0.9832
LOW 0.9795
0.618 0.9736
1.000 0.9699
1.618 0.9640
2.618 0.9544
4.250 0.9387
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 0.9843 0.9821
PP 0.9838 0.9813
S1 0.9834 0.9806

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

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