CME Canadian Dollar Future June 2010

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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols