CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 0.9811 0.9783 -0.0028 -0.3% 0.9687
High 0.9891 0.9794 -0.0097 -1.0% 0.9891
Low 0.9795 0.9634 -0.0161 -1.6% 0.9591
Close 0.9829 0.9690 -0.0139 -1.4% 0.9690
Range 0.0096 0.0160 0.0064 66.7% 0.0300
ATR 0.0136 0.0140 0.0004 3.1% 0.0000
Volume 74,791 76,603 1,812 2.4% 552,791
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0186 1.0098 0.9778
R3 1.0026 0.9938 0.9734
R2 0.9866 0.9866 0.9719
R1 0.9778 0.9778 0.9705 0.9742
PP 0.9706 0.9706 0.9706 0.9688
S1 0.9618 0.9618 0.9675 0.9582
S2 0.9546 0.9546 0.9661
S3 0.9386 0.9458 0.9646
S4 0.9226 0.9298 0.9602
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0624 1.0457 0.9855
R3 1.0324 1.0157 0.9773
R2 1.0024 1.0024 0.9745
R1 0.9857 0.9857 0.9718 0.9941
PP 0.9724 0.9724 0.9724 0.9766
S1 0.9557 0.9557 0.9663 0.9641
S2 0.9424 0.9424 0.9635
S3 0.9124 0.9257 0.9608
S4 0.8824 0.8957 0.9525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9891 0.9591 0.0300 3.1% 0.0137 1.4% 33% False False 110,558
10 0.9900 0.9293 0.0607 6.3% 0.0168 1.7% 65% False False 115,288
20 1.0069 0.9293 0.0776 8.0% 0.0141 1.5% 51% False False 108,285
40 1.0069 0.9293 0.0776 8.0% 0.0115 1.2% 51% False False 85,929
60 1.0069 0.9293 0.0776 8.0% 0.0107 1.1% 51% False False 65,560
80 1.0069 0.9276 0.0793 8.2% 0.0102 1.0% 52% False False 49,279
100 1.0069 0.9276 0.0793 8.2% 0.0097 1.0% 52% False False 39,462
120 1.0069 0.9276 0.0793 8.2% 0.0091 0.9% 52% False False 32,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0474
2.618 1.0213
1.618 1.0053
1.000 0.9954
0.618 0.9893
HIGH 0.9794
0.618 0.9733
0.500 0.9714
0.382 0.9695
LOW 0.9634
0.618 0.9535
1.000 0.9474
1.618 0.9375
2.618 0.9215
4.250 0.8954
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 0.9714 0.9763
PP 0.9706 0.9738
S1 0.9698 0.9714

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

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