CME Canadian Dollar Future June 2010


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Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 0.9668 0.9682 0.0014 0.1% 0.9432
High 0.9781 0.9741 -0.0040 -0.4% 0.9721
Low 0.9668 0.9665 -0.0003 0.0% 0.9361
Close 0.9707 0.9709 0.0002 0.0% 0.9640
Range 0.0113 0.0076 -0.0037 -32.7% 0.0360
ATR 0.0150 0.0145 -0.0005 -3.5% 0.0000
Volume 23,635 7,105 -16,530 -69.9% 498,961
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9933 0.9897 0.9751
R3 0.9857 0.9821 0.9730
R2 0.9781 0.9781 0.9723
R1 0.9745 0.9745 0.9716 0.9763
PP 0.9705 0.9705 0.9705 0.9714
S1 0.9669 0.9669 0.9702 0.9687
S2 0.9629 0.9629 0.9695
S3 0.9553 0.9593 0.9688
S4 0.9477 0.9517 0.9667
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 0.9781 0.9507 0.0274 2.8% 0.0115 1.2% 74% False False 58,523
10 0.9781 0.9361 0.0420 4.3% 0.0141 1.4% 83% False False 81,556
20 0.9781 0.9213 0.0568 5.9% 0.0152 1.6% 87% False False 97,864
40 1.0069 0.9213 0.0856 8.8% 0.0148 1.5% 58% False False 102,497
60 1.0069 0.9213 0.0856 8.8% 0.0127 1.3% 58% False False 90,749
80 1.0069 0.9213 0.0856 8.8% 0.0118 1.2% 58% False False 74,933
100 1.0069 0.9213 0.0856 8.8% 0.0112 1.1% 58% False False 60,042
120 1.0069 0.9213 0.0856 8.8% 0.0107 1.1% 58% False False 50,069
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.0064
2.618 0.9940
1.618 0.9864
1.000 0.9817
0.618 0.9788
HIGH 0.9741
0.618 0.9712
0.500 0.9703
0.382 0.9694
LOW 0.9665
0.618 0.9618
1.000 0.9589
1.618 0.9542
2.618 0.9466
4.250 0.9342
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 0.9707 0.9707
PP 0.9705 0.9705
S1 0.9703 0.9703

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

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