CME Canadian Dollar Future June 2010


Show Legacy Chart
Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 0.9659 0.9690 0.0031 0.3% 0.9687
High 0.9691 0.9760 0.0069 0.7% 0.9891
Low 0.9579 0.9605 0.0026 0.3% 0.9591
Close 0.9660 0.9612 -0.0048 -0.5% 0.9690
Range 0.0112 0.0155 0.0043 38.4% 0.0300
ATR 0.0138 0.0140 0.0001 0.9% 0.0000
Volume 104,871 101,380 -3,491 -3.3% 552,791
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 1.0124 1.0023 0.9697
R3 0.9969 0.9868 0.9655
R2 0.9814 0.9814 0.9640
R1 0.9713 0.9713 0.9626 0.9686
PP 0.9659 0.9659 0.9659 0.9646
S1 0.9558 0.9558 0.9598 0.9531
S2 0.9504 0.9504 0.9584
S3 0.9349 0.9403 0.9569
S4 0.9194 0.9248 0.9527
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% 0.0123 1.3% 11% False False 91,491
10 0.9891 0.9293 0.0598 6.2% 0.0171 1.8% 53% False False 119,995
20 1.0069 0.9293 0.0776 8.1% 0.0141 1.5% 41% False False 107,248
40 1.0069 0.9293 0.0776 8.1% 0.0116 1.2% 41% False False 87,592
60 1.0069 0.9293 0.0776 8.1% 0.0108 1.1% 41% False False 68,969
80 1.0069 0.9276 0.0793 8.3% 0.0103 1.1% 42% False False 51,846
100 1.0069 0.9276 0.0793 8.3% 0.0098 1.0% 42% False False 41,523
120 1.0069 0.9276 0.0793 8.3% 0.0092 1.0% 42% False False 34,615
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 0.0039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0419
2.618 1.0166
1.618 1.0011
1.000 0.9915
0.618 0.9856
HIGH 0.9760
0.618 0.9701
0.500 0.9683
0.382 0.9664
LOW 0.9605
0.618 0.9509
1.000 0.9450
1.618 0.9354
2.618 0.9199
4.250 0.8946
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 0.9683 0.9687
PP 0.9659 0.9662
S1 0.9636 0.9637

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

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