CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 0.9577 0.9701 0.0124 1.3% 0.9432
High 0.9721 0.9712 -0.0009 -0.1% 0.9721
Low 0.9565 0.9625 0.0060 0.6% 0.9361
Close 0.9694 0.9640 -0.0054 -0.6% 0.9640
Range 0.0156 0.0087 -0.0069 -44.2% 0.0360
ATR 0.0155 0.0150 -0.0005 -3.1% 0.0000
Volume 84,497 69,150 -15,347 -18.2% 498,961
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9920 0.9867 0.9688
R3 0.9833 0.9780 0.9664
R2 0.9746 0.9746 0.9656
R1 0.9693 0.9693 0.9648 0.9676
PP 0.9659 0.9659 0.9659 0.9651
S1 0.9606 0.9606 0.9632 0.9589
S2 0.9572 0.9572 0.9624
S3 0.9485 0.9519 0.9616
S4 0.9398 0.9432 0.9592
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0654 1.0507 0.9838
R3 1.0294 1.0147 0.9739
R2 0.9934 0.9934 0.9706
R1 0.9787 0.9787 0.9673 0.9861
PP 0.9574 0.9574 0.9574 0.9611
S1 0.9427 0.9427 0.9607 0.9501
S2 0.9214 0.9214 0.9574
S3 0.8854 0.9067 0.9541
S4 0.8494 0.8707 0.9442
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% 0.0132 1.4% 78% False False 99,792
10 0.9721 0.9361 0.0360 3.7% 0.0144 1.5% 78% False False 97,126
20 0.9794 0.9213 0.0581 6.0% 0.0157 1.6% 73% False False 105,401
40 1.0069 0.9213 0.0856 8.9% 0.0149 1.5% 50% False False 106,266
60 1.0069 0.9213 0.0856 8.9% 0.0127 1.3% 50% False False 92,113
80 1.0069 0.9213 0.0856 8.9% 0.0118 1.2% 50% False False 74,568
100 1.0069 0.9213 0.0856 8.9% 0.0112 1.2% 50% False False 59,741
120 1.0069 0.9213 0.0856 8.9% 0.0107 1.1% 50% False False 49,814
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.0082
2.618 0.9940
1.618 0.9853
1.000 0.9799
0.618 0.9766
HIGH 0.9712
0.618 0.9679
0.500 0.9669
0.382 0.9658
LOW 0.9625
0.618 0.9571
1.000 0.9538
1.618 0.9484
2.618 0.9397
4.250 0.9255
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 0.9669 0.9631
PP 0.9659 0.9623
S1 0.9650 0.9614

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

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