CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 0.9405 0.9384 -0.0021 -0.2% 0.9659
High 0.9411 0.9452 0.0041 0.4% 0.9760
Low 0.9213 0.9296 0.0083 0.9% 0.9300
Close 0.9296 0.9393 0.0097 1.0% 0.9410
Range 0.0198 0.0156 -0.0042 -21.2% 0.0460
ATR 0.0155 0.0155 0.0000 0.1% 0.0000
Volume 66,202 126,564 60,362 91.2% 614,436
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 0.9848 0.9777 0.9479
R3 0.9692 0.9621 0.9436
R2 0.9536 0.9536 0.9422
R1 0.9465 0.9465 0.9407 0.9501
PP 0.9380 0.9380 0.9380 0.9398
S1 0.9309 0.9309 0.9379 0.9345
S2 0.9224 0.9224 0.9364
S3 0.9068 0.9153 0.9350
S4 0.8912 0.8997 0.9307
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 0.9595 0.9213 0.0382 4.1% 0.0182 1.9% 47% False False 132,070
10 0.9891 0.9213 0.0678 7.2% 0.0158 1.7% 27% False False 111,084
20 0.9988 0.9213 0.0775 8.3% 0.0163 1.7% 23% False False 115,166
40 1.0069 0.9213 0.0856 9.1% 0.0129 1.4% 21% False False 95,344
60 1.0069 0.9213 0.0856 9.1% 0.0113 1.2% 21% False False 81,342
80 1.0069 0.9213 0.0856 9.1% 0.0110 1.2% 21% False False 61,234
100 1.0069 0.9213 0.0856 9.1% 0.0105 1.1% 21% False False 49,048
120 1.0069 0.9213 0.0856 9.1% 0.0099 1.0% 21% False False 40,889
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0115
2.618 0.9860
1.618 0.9704
1.000 0.9608
0.618 0.9548
HIGH 0.9452
0.618 0.9392
0.500 0.9374
0.382 0.9356
LOW 0.9296
0.618 0.9200
1.000 0.9140
1.618 0.9044
2.618 0.8888
4.250 0.8633
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 0.9387 0.9380
PP 0.9380 0.9366
S1 0.9374 0.9353

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

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