CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 0.9885 0.9752 -0.0133 -1.3% 0.9998
High 0.9885 0.9767 -0.0118 -1.2% 1.0018
Low 0.9748 0.9662 -0.0086 -0.9% 0.9797
Close 0.9749 0.9691 -0.0058 -0.6% 0.9827
Range 0.0137 0.0105 -0.0032 -23.4% 0.0221
ATR 0.0096 0.0097 0.0001 0.7% 0.0000
Volume 216 688 472 218.5% 2,408
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 1.0022 0.9961 0.9749
R3 0.9917 0.9856 0.9720
R2 0.9812 0.9812 0.9710
R1 0.9751 0.9751 0.9701 0.9729
PP 0.9707 0.9707 0.9707 0.9696
S1 0.9646 0.9646 0.9681 0.9624
S2 0.9602 0.9602 0.9672
S3 0.9497 0.9541 0.9662
S4 0.9392 0.9436 0.9633
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0544 1.0406 0.9949
R3 1.0323 1.0185 0.9888
R2 1.0102 1.0102 0.9868
R1 0.9964 0.9964 0.9847 0.9923
PP 0.9881 0.9881 0.9881 0.9860
S1 0.9743 0.9743 0.9807 0.9702
S2 0.9660 0.9660 0.9786
S3 0.9439 0.9522 0.9766
S4 0.9218 0.9301 0.9705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9980 0.9662 0.0318 3.3% 0.0115 1.2% 9% False True 453
10 1.0020 0.9662 0.0358 3.7% 0.0107 1.1% 8% False True 481
20 1.0054 0.9662 0.0392 4.0% 0.0096 1.0% 7% False True 585
40 1.0054 0.9662 0.0392 4.0% 0.0083 0.9% 7% False True 401
60 1.0054 0.9350 0.0704 7.3% 0.0074 0.8% 48% False False 279
80 1.0054 0.9288 0.0766 7.9% 0.0063 0.7% 53% False False 214
100 1.0054 0.9288 0.0766 7.9% 0.0055 0.6% 53% False False 175
120 1.0054 0.9288 0.0766 7.9% 0.0050 0.5% 53% False False 149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0042
1.618 0.9937
1.000 0.9872
0.618 0.9832
HIGH 0.9767
0.618 0.9727
0.500 0.9715
0.382 0.9702
LOW 0.9662
0.618 0.9597
1.000 0.9557
1.618 0.9492
2.618 0.9387
4.250 0.9216
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 0.9715 0.9778
PP 0.9707 0.9749
S1 0.9699 0.9720

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

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