CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	0.9667	0.9746	0.0079	0.8%	0.9427
High	0.9757	0.9775	0.0018	0.2%	0.9715
Low	0.9645	0.9680	0.0035	0.4%	0.9357
Close	0.9739	0.9758	0.0019	0.2%	0.9635
Range	0.0112	0.0095	-0.0017	-15.2%	0.0358
ATR	0.0143	0.0140	-0.0003	-2.4%	0.0000
Volume	76,360	69,948	-6,412	-8.4%	147,921

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0023	0.9985	0.9810
R3	0.9928	0.9890	0.9784
R2	0.9833	0.9833	0.9775
R1	0.9795	0.9795	0.9767	0.9814
PP	0.9738	0.9738	0.9738	0.9747
S1	0.9700	0.9700	0.9749	0.9719
S2	0.9643	0.9643	0.9741
S3	0.9548	0.9605	0.9732
S4	0.9453	0.9510	0.9706

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0643	1.0497	0.9832
R3	1.0285	1.0139	0.9733
R2	0.9927	0.9927	0.9701
R1	0.9781	0.9781	0.9668	0.9854
PP	0.9569	0.9569	0.9569	0.9606
S1	0.9423	0.9423	0.9602	0.9496
S2	0.9211	0.9211	0.9569
S3	0.8853	0.9065	0.9537
S4	0.8495	0.8707	0.9438

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9775	0.9560	0.0215	2.2%	0.0118	1.2%	92%	True	False	62,090
10	0.9775	0.9357	0.0418	4.3%	0.0137	1.4%	96%	True	False	38,217
20	0.9775	0.9222	0.0553	5.7%	0.0148	1.5%	97%	True	False	20,216
40	1.0054	0.9222	0.0832	8.5%	0.0140	1.4%	64%	False	False	10,591
60	1.0054	0.9222	0.0832	8.5%	0.0119	1.2%	64%	False	False	7,153
80	1.0054	0.9222	0.0832	8.5%	0.0105	1.1%	64%	False	False	5,401
100	1.0054	0.9222	0.0832	8.5%	0.0093	1.0%	64%	False	False	4,325
120	1.0054	0.9222	0.0832	8.5%	0.0082	0.8%	64%	False	False	3,607

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0179
2.618	1.0024
1.618	0.9929
1.000	0.9870
0.618	0.9834
HIGH	0.9775
0.618	0.9739
0.500	0.9728
0.382	0.9716
LOW	0.9680
0.618	0.9621
1.000	0.9585
1.618	0.9526
2.618	0.9431
4.250	0.9276

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	0.9748	0.9740
PP	0.9738	0.9723
S1	0.9728	0.9705

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