CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 0.9343 0.9529 0.0186 2.0% 0.9415
High 0.9542 0.9575 0.0033 0.3% 0.9575
Low 0.9337 0.9483 0.0146 1.6% 0.9213
Close 0.9520 0.9513 -0.0007 -0.1% 0.9513
Range 0.0205 0.0092 -0.0113 -55.1% 0.0362
ATR 0.0159 0.0154 -0.0005 -3.0% 0.0000
Volume 100,709 100,576 -133 -0.1% 546,301
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 0.9800 0.9748 0.9564
R3 0.9708 0.9656 0.9538
R2 0.9616 0.9616 0.9530
R1 0.9564 0.9564 0.9521 0.9544
PP 0.9524 0.9524 0.9524 0.9514
S1 0.9472 0.9472 0.9505 0.9452
S2 0.9432 0.9432 0.9496
S3 0.9340 0.9380 0.9488
S4 0.9248 0.9288 0.9462
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.0520 1.0378 0.9712
R3 1.0158 1.0016 0.9613
R2 0.9796 0.9796 0.9579
R1 0.9654 0.9654 0.9546 0.9725
PP 0.9434 0.9434 0.9434 0.9469
S1 0.9292 0.9292 0.9480 0.9363
S2 0.9072 0.9072 0.9447
S3 0.8710 0.8930 0.9413
S4 0.8348 0.8568 0.9314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9575 0.9213 0.0362 3.8% 0.0153 1.6% 83% True False 109,260
10 0.9760 0.9213 0.0547 5.8% 0.0162 1.7% 55% False False 116,073
20 0.9900 0.9213 0.0687 7.2% 0.0165 1.7% 44% False False 115,681
40 1.0069 0.9213 0.0856 9.0% 0.0132 1.4% 35% False False 96,801
60 1.0069 0.9213 0.0856 9.0% 0.0115 1.2% 35% False False 84,553
80 1.0069 0.9213 0.0856 9.0% 0.0111 1.2% 35% False False 63,745
100 1.0069 0.9213 0.0856 9.0% 0.0106 1.1% 35% False False 51,058
120 1.0069 0.9213 0.0856 9.0% 0.0100 1.0% 35% False False 42,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9966
2.618 0.9816
1.618 0.9724
1.000 0.9667
0.618 0.9632
HIGH 0.9575
0.618 0.9540
0.500 0.9529
0.382 0.9518
LOW 0.9483
0.618 0.9426
1.000 0.9391
1.618 0.9334
2.618 0.9242
4.250 0.9092
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 0.9529 0.9487
PP 0.9524 0.9461
S1 0.9518 0.9436

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

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