CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 0.9783 0.9659 -0.0124 -1.3% 0.9687
High 0.9794 0.9691 -0.0103 -1.1% 0.9891
Low 0.9634 0.9579 -0.0055 -0.6% 0.9591
Close 0.9690 0.9660 -0.0030 -0.3% 0.9690
Range 0.0160 0.0112 -0.0048 -30.0% 0.0300
ATR 0.0140 0.0138 -0.0002 -1.4% 0.0000
Volume 76,603 104,871 28,268 36.9% 552,791
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 0.9979 0.9932 0.9722
R3 0.9867 0.9820 0.9691
R2 0.9755 0.9755 0.9681
R1 0.9708 0.9708 0.9670 0.9732
PP 0.9643 0.9643 0.9643 0.9655
S1 0.9596 0.9596 0.9650 0.9620
S2 0.9531 0.9531 0.9639
S3 0.9419 0.9484 0.9629
S4 0.9307 0.9372 0.9598
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 0.9579 0.0312 3.2% 0.0118 1.2% 26% False True 92,679
10 0.9900 0.9293 0.0607 6.3% 0.0171 1.8% 60% False False 115,554
20 1.0069 0.9293 0.0776 8.0% 0.0143 1.5% 47% False False 107,130
40 1.0069 0.9293 0.0776 8.0% 0.0115 1.2% 47% False False 87,192
60 1.0069 0.9293 0.0776 8.0% 0.0106 1.1% 47% False False 67,290
80 1.0069 0.9276 0.0793 8.2% 0.0101 1.1% 48% False False 50,586
100 1.0069 0.9276 0.0793 8.2% 0.0097 1.0% 48% False False 40,510
120 1.0069 0.9276 0.0793 8.2% 0.0091 0.9% 48% False False 33,771
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 0.9984
1.618 0.9872
1.000 0.9803
0.618 0.9760
HIGH 0.9691
0.618 0.9648
0.500 0.9635
0.382 0.9622
LOW 0.9579
0.618 0.9510
1.000 0.9467
1.618 0.9398
2.618 0.9286
4.250 0.9103
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 0.9652 0.9735
PP 0.9643 0.9710
S1 0.9635 0.9685

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

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