CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 0.9624 0.9608 -0.0016 -0.2% 0.9507
High 0.9676 0.9657 -0.0019 -0.2% 0.9676
Low 0.9556 0.9406 -0.0150 -1.6% 0.9406
Close 0.9600 0.9435 -0.0165 -1.7% 0.9435
Range 0.0120 0.0251 0.0131 109.2% 0.0270
ATR 0.0152 0.0159 0.0007 4.6% 0.0000
Volume 89,861 72,193 -17,668 -19.7% 371,727
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0252 1.0095 0.9573
R3 1.0001 0.9844 0.9504
R2 0.9750 0.9750 0.9481
R1 0.9593 0.9593 0.9458 0.9546
PP 0.9499 0.9499 0.9499 0.9476
S1 0.9342 0.9342 0.9412 0.9295
S2 0.9248 0.9248 0.9389
S3 0.8997 0.9091 0.9366
S4 0.8746 0.8840 0.9297
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0316 1.0145 0.9584
R3 1.0046 0.9875 0.9509
R2 0.9776 0.9776 0.9485
R1 0.9605 0.9605 0.9460 0.9556
PP 0.9506 0.9506 0.9506 0.9481
S1 0.9335 0.9335 0.9410 0.9286
S2 0.9236 0.9236 0.9386
S3 0.8966 0.9065 0.9361
S4 0.8696 0.8795 0.9287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9676 0.9406 0.0270 2.9% 0.0156 1.7% 11% False True 94,460
10 0.9676 0.9213 0.0463 4.9% 0.0163 1.7% 48% False False 109,432
20 0.9891 0.9213 0.0678 7.2% 0.0160 1.7% 33% False False 115,301
40 1.0069 0.9213 0.0856 9.1% 0.0142 1.5% 26% False False 101,633
60 1.0069 0.9213 0.0856 9.1% 0.0123 1.3% 26% False False 89,347
80 1.0069 0.9213 0.0856 9.1% 0.0115 1.2% 26% False False 68,366
100 1.0069 0.9213 0.0856 9.1% 0.0110 1.2% 26% False False 54,759
120 1.0069 0.9213 0.0856 9.1% 0.0103 1.1% 26% False False 45,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0724
2.618 1.0314
1.618 1.0063
1.000 0.9908
0.618 0.9812
HIGH 0.9657
0.618 0.9561
0.500 0.9532
0.382 0.9502
LOW 0.9406
0.618 0.9251
1.000 0.9155
1.618 0.9000
2.618 0.8749
4.250 0.8339
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 0.9532 0.9541
PP 0.9499 0.9506
S1 0.9467 0.9470

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

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