CME Canadian Dollar Future September 2010

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	0.9538	0.9570	0.0032	0.3%	0.9480
High	0.9642	0.9715	0.0073	0.8%	0.9669
Low	0.9503	0.9560	0.0057	0.6%	0.9402
Close	0.9569	0.9688	0.0119	1.2%	0.9430
Range	0.0139	0.0155	0.0016	11.5%	0.0267
ATR	0.0150	0.0150	0.0000	0.2%	0.0000
Volume	25,474	30,348	4,874	19.1%	13,946

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0119	1.0059	0.9773
R3	0.9964	0.9904	0.9731
R2	0.9809	0.9809	0.9716
R1	0.9749	0.9749	0.9702	0.9779
PP	0.9654	0.9654	0.9654	0.9670
S1	0.9594	0.9594	0.9674	0.9624
S2	0.9499	0.9499	0.9660
S3	0.9344	0.9439	0.9645
S4	0.9189	0.9284	0.9603

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0301	1.0133	0.9577
R3	1.0034	0.9866	0.9503
R2	0.9767	0.9767	0.9479
R1	0.9599	0.9599	0.9454	0.9550
PP	0.9500	0.9500	0.9500	0.9476
S1	0.9332	0.9332	0.9406	0.9283
S2	0.9233	0.9233	0.9381
S3	0.8966	0.9065	0.9357
S4	0.8699	0.8798	0.9283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9715	0.9357	0.0358	3.7%	0.0164	1.7%	92%	True	False	19,909
10	0.9715	0.9338	0.0377	3.9%	0.0154	1.6%	93%	True	False	11,256
20	0.9880	0.9222	0.0658	6.8%	0.0151	1.6%	71%	False	False	6,512
40	1.0054	0.9222	0.0832	8.6%	0.0140	1.4%	56%	False	False	3,632
60	1.0054	0.9222	0.0832	8.6%	0.0116	1.2%	56%	False	False	2,510
80	1.0054	0.9222	0.0832	8.6%	0.0103	1.1%	56%	False	False	1,901
100	1.0054	0.9222	0.0832	8.6%	0.0090	0.9%	56%	False	False	1,525
120	1.0054	0.9222	0.0832	8.6%	0.0079	0.8%	56%	False	False	1,274

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	0.0031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0374
2.618	1.0121
1.618	0.9966
1.000	0.9870
0.618	0.9811
HIGH	0.9715
0.618	0.9656
0.500	0.9638
0.382	0.9619
LOW	0.9560
0.618	0.9464
1.000	0.9405
1.618	0.9309
2.618	0.9154
4.250	0.8901

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	0.9671	0.9647
PP	0.9654	0.9606
S1	0.9638	0.9566

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols