CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 0.9378 0.9344 -0.0034 -0.4% 0.9660
High 0.9445 0.9539 0.0094 1.0% 0.9754
Low 0.9310 0.9338 0.0028 0.3% 0.9300
Close 0.9392 0.9517 0.0125 1.3% 0.9407
Range 0.0135 0.0201 0.0066 48.9% 0.0454
ATR 0.0147 0.0150 0.0004 2.7% 0.0000
Volume 2,264 1,241 -1,023 -45.2% 9,024
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 1.0068 0.9993 0.9628
R3 0.9867 0.9792 0.9572
R2 0.9666 0.9666 0.9554
R1 0.9591 0.9591 0.9535 0.9629
PP 0.9465 0.9465 0.9465 0.9483
S1 0.9390 0.9390 0.9499 0.9428
S2 0.9264 0.9264 0.9480
S3 0.9063 0.9189 0.9462
S4 0.8862 0.8988 0.9406
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0849 1.0582 0.9657
R3 1.0395 1.0128 0.9532
R2 0.9941 0.9941 0.9490
R1 0.9674 0.9674 0.9449 0.9581
PP 0.9487 0.9487 0.9487 0.9440
S1 0.9220 0.9220 0.9365 0.9127
S2 0.9033 0.9033 0.9324
S3 0.8579 0.8766 0.9282
S4 0.8125 0.8312 0.9157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9539 0.9222 0.0317 3.3% 0.0161 1.7% 93% True False 1,985
10 0.9784 0.9222 0.0562 5.9% 0.0159 1.7% 52% False False 1,815
20 0.9970 0.9222 0.0748 7.9% 0.0157 1.7% 39% False False 1,286
40 1.0054 0.9222 0.0832 8.7% 0.0121 1.3% 35% False False 907
60 1.0054 0.9222 0.0832 8.7% 0.0103 1.1% 35% False False 672
80 1.0054 0.9222 0.0832 8.7% 0.0091 1.0% 35% False False 511
100 1.0054 0.9222 0.0832 8.7% 0.0079 0.8% 35% False False 413
120 1.0054 0.9222 0.0832 8.7% 0.0069 0.7% 35% False False 348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0065
1.618 0.9864
1.000 0.9740
0.618 0.9663
HIGH 0.9539
0.618 0.9462
0.500 0.9439
0.382 0.9415
LOW 0.9338
0.618 0.9214
1.000 0.9137
1.618 0.9013
2.618 0.8812
4.250 0.8484
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 0.9491 0.9472
PP 0.9465 0.9426
S1 0.9439 0.9381

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

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