CME Canadian Dollar Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	0.9728	0.9798	0.0070	0.7%	0.9663
High	0.9794	0.9857	0.0063	0.6%	0.9794
Low	0.9689	0.9739	0.0050	0.5%	0.9635
Close	0.9778	0.9767	-0.0011	-0.1%	0.9778
Range	0.0105	0.0118	0.0013	12.4%	0.0159
ATR	0.0135	0.0134	-0.0001	-0.9%	0.0000
Volume	83,230	58,708	-24,522	-29.5%	374,698

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0142	1.0072	0.9832
R3	1.0024	0.9954	0.9799
R2	0.9906	0.9906	0.9789
R1	0.9836	0.9836	0.9778	0.9812
PP	0.9788	0.9788	0.9788	0.9776
S1	0.9718	0.9718	0.9756	0.9694
S2	0.9670	0.9670	0.9745
S3	0.9552	0.9600	0.9735
S4	0.9434	0.9482	0.9702

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0213	1.0154	0.9865
R3	1.0054	0.9995	0.9822
R2	0.9895	0.9895	0.9807
R1	0.9836	0.9836	0.9793	0.9866
PP	0.9736	0.9736	0.9736	0.9750
S1	0.9677	0.9677	0.9763	0.9707
S2	0.9577	0.9577	0.9749
S3	0.9418	0.9518	0.9734
S4	0.9259	0.9359	0.9691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9857	0.9645	0.0212	2.2%	0.0108	1.1%	58%	True	False	70,621
10	0.9857	0.9416	0.0441	4.5%	0.0119	1.2%	80%	True	False	57,261
20	0.9857	0.9222	0.0635	6.5%	0.0137	1.4%	86%	True	False	30,215
40	1.0018	0.9222	0.0796	8.1%	0.0142	1.5%	68%	False	False	15,653
60	1.0054	0.9222	0.0832	8.5%	0.0120	1.2%	66%	False	False	10,592
80	1.0054	0.9222	0.0832	8.5%	0.0108	1.1%	66%	False	False	7,985
100	1.0054	0.9222	0.0832	8.5%	0.0095	1.0%	66%	False	False	6,392
120	1.0054	0.9222	0.0832	8.5%	0.0084	0.9%	66%	False	False	5,330

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	0.0026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.0359
2.618	1.0166
1.618	1.0048
1.000	0.9975
0.618	0.9930
HIGH	0.9857
0.618	0.9812
0.500	0.9798
0.382	0.9784
LOW	0.9739
0.618	0.9666
1.000	0.9621
1.618	0.9548
2.618	0.9430
4.250	0.9238

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	0.9798	0.9765
PP	0.9788	0.9763
S1	0.9777	0.9761

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