CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 0.9587 0.9333 -0.0254 -2.6% 0.9659
High 0.9595 0.9477 -0.0118 -1.2% 0.9760
Low 0.9328 0.9300 -0.0028 -0.3% 0.9300
Close 0.9390 0.9410 0.0020 0.2% 0.9410
Range 0.0267 0.0177 -0.0090 -33.7% 0.0460
ATR 0.0149 0.0151 0.0002 1.4% 0.0000
Volume 139,038 176,298 37,260 26.8% 614,436
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.9927 0.9845 0.9507
R3 0.9750 0.9668 0.9459
R2 0.9573 0.9573 0.9442
R1 0.9491 0.9491 0.9426 0.9532
PP 0.9396 0.9396 0.9396 0.9416
S1 0.9314 0.9314 0.9394 0.9355
S2 0.9219 0.9219 0.9378
S3 0.9042 0.9137 0.9361
S4 0.8865 0.8960 0.9313
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0870 1.0600 0.9663
R3 1.0410 1.0140 0.9537
R2 0.9950 0.9950 0.9494
R1 0.9680 0.9680 0.9452 0.9585
PP 0.9490 0.9490 0.9490 0.9443
S1 0.9220 0.9220 0.9368 0.9125
S2 0.9030 0.9030 0.9326
S3 0.8570 0.8760 0.9284
S4 0.8110 0.8300 0.9157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9760 0.9300 0.0460 4.9% 0.0171 1.8% 24% False True 122,887
10 0.9891 0.9300 0.0591 6.3% 0.0154 1.6% 19% False True 116,722
20 1.0029 0.9293 0.0736 7.8% 0.0158 1.7% 16% False False 111,992
40 1.0069 0.9293 0.0776 8.2% 0.0124 1.3% 15% False False 92,232
60 1.0069 0.9293 0.0776 8.2% 0.0111 1.2% 15% False False 75,673
80 1.0069 0.9276 0.0793 8.4% 0.0107 1.1% 17% False False 56,940
100 1.0069 0.9276 0.0793 8.4% 0.0103 1.1% 17% False False 45,603
120 1.0069 0.9276 0.0793 8.4% 0.0096 1.0% 17% False False 38,015
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 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 0.9940
1.618 0.9763
1.000 0.9654
0.618 0.9586
HIGH 0.9477
0.618 0.9409
0.500 0.9389
0.382 0.9368
LOW 0.9300
0.618 0.9191
1.000 0.9123
1.618 0.9014
2.618 0.8837
4.250 0.8548
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 0.9403 0.9464
PP 0.9396 0.9446
S1 0.9389 0.9428

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

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