CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 0.9544 0.9577 0.0033 0.3% 0.9507
High 0.9648 0.9721 0.0073 0.8% 0.9676
Low 0.9507 0.9565 0.0058 0.6% 0.9406
Close 0.9575 0.9694 0.0119 1.2% 0.9435
Range 0.0141 0.0156 0.0015 10.6% 0.0270
ATR 0.0155 0.0155 0.0000 0.0% 0.0000
Volume 108,231 84,497 -23,734 -21.9% 371,727
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0128 1.0067 0.9780
R3 0.9972 0.9911 0.9737
R2 0.9816 0.9816 0.9723
R1 0.9755 0.9755 0.9708 0.9786
PP 0.9660 0.9660 0.9660 0.9675
S1 0.9599 0.9599 0.9680 0.9630
S2 0.9504 0.9504 0.9665
S3 0.9348 0.9443 0.9651
S4 0.9192 0.9287 0.9608
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 0.9721 0.9361 0.0360 3.7% 0.0165 1.7% 93% True False 100,400
10 0.9721 0.9337 0.0384 4.0% 0.0156 1.6% 93% True False 100,282
20 0.9891 0.9213 0.0678 7.0% 0.0157 1.6% 71% False False 105,683
40 1.0069 0.9213 0.0856 8.8% 0.0149 1.5% 56% False False 106,078
60 1.0069 0.9213 0.0856 8.8% 0.0127 1.3% 56% False False 91,948
80 1.0069 0.9213 0.0856 8.8% 0.0118 1.2% 56% False False 73,714
100 1.0069 0.9213 0.0856 8.8% 0.0112 1.2% 56% False False 59,051
120 1.0069 0.9213 0.0856 8.8% 0.0106 1.1% 56% False False 49,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0384
2.618 1.0129
1.618 0.9973
1.000 0.9877
0.618 0.9817
HIGH 0.9721
0.618 0.9661
0.500 0.9643
0.382 0.9625
LOW 0.9565
0.618 0.9469
1.000 0.9409
1.618 0.9313
2.618 0.9157
4.250 0.8902
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 0.9677 0.9653
PP 0.9660 0.9612
S1 0.9643 0.9572

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

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