CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 0.9333 0.9415 0.0082 0.9% 0.9659
High 0.9477 0.9493 0.0016 0.2% 0.9760
Low 0.9300 0.9380 0.0080 0.9% 0.9300
Close 0.9410 0.9455 0.0045 0.5% 0.9410
Range 0.0177 0.0113 -0.0064 -36.2% 0.0460
ATR 0.0151 0.0148 -0.0003 -1.8% 0.0000
Volume 176,298 152,250 -24,048 -13.6% 614,436
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 0.9782 0.9731 0.9517
R3 0.9669 0.9618 0.9486
R2 0.9556 0.9556 0.9476
R1 0.9505 0.9505 0.9465 0.9531
PP 0.9443 0.9443 0.9443 0.9455
S1 0.9392 0.9392 0.9445 0.9418
S2 0.9330 0.9330 0.9434
S3 0.9217 0.9279 0.9424
S4 0.9104 0.9166 0.9393
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% 34% False False 132,363
10 0.9891 0.9300 0.0591 6.3% 0.0145 1.5% 26% False False 112,521
20 1.0001 0.9293 0.0708 7.5% 0.0161 1.7% 23% False False 114,734
40 1.0069 0.9293 0.0776 8.2% 0.0125 1.3% 21% False False 94,167
60 1.0069 0.9293 0.0776 8.2% 0.0112 1.2% 21% False False 78,186
80 1.0069 0.9276 0.0793 8.4% 0.0107 1.1% 23% False False 58,834
100 1.0069 0.9276 0.0793 8.4% 0.0103 1.1% 23% False False 47,124
120 1.0069 0.9276 0.0793 8.4% 0.0096 1.0% 23% False False 39,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9973
2.618 0.9789
1.618 0.9676
1.000 0.9606
0.618 0.9563
HIGH 0.9493
0.618 0.9450
0.500 0.9437
0.382 0.9423
LOW 0.9380
0.618 0.9310
1.000 0.9267
1.618 0.9197
2.618 0.9084
4.250 0.8900
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 0.9449 0.9453
PP 0.9443 0.9450
S1 0.9437 0.9448

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

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