CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 0.9830 0.9826 -0.0004 0.0% 0.9825
High 0.9837 0.9903 0.0066 0.7% 0.9828
Low 0.9807 0.9826 0.0019 0.2% 0.9694
Close 0.9829 0.9889 0.0060 0.6% 0.9705
Range 0.0030 0.0077 0.0047 156.7% 0.0134
ATR 0.0051 0.0053 0.0002 3.6% 0.0000
Volume 16 55 39 243.8% 266
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0104 1.0073 0.9931
R3 1.0027 0.9996 0.9910
R2 0.9950 0.9950 0.9903
R1 0.9919 0.9919 0.9896 0.9935
PP 0.9873 0.9873 0.9873 0.9880
S1 0.9842 0.9842 0.9882 0.9858
S2 0.9796 0.9796 0.9875
S3 0.9719 0.9765 0.9868
S4 0.9642 0.9688 0.9847
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0144 1.0059 0.9779
R3 1.0010 0.9925 0.9742
R2 0.9876 0.9876 0.9730
R1 0.9791 0.9791 0.9717 0.9767
PP 0.9742 0.9742 0.9742 0.9730
S1 0.9657 0.9657 0.9693 0.9633
S2 0.9608 0.9608 0.9680
S3 0.9474 0.9523 0.9668
S4 0.9340 0.9389 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9694 0.0209 2.1% 0.0035 0.3% 93% True False 21
10 0.9903 0.9694 0.0209 2.1% 0.0041 0.4% 93% True False 43
20 0.9910 0.9679 0.0231 2.3% 0.0035 0.3% 91% False False 29
40 0.9910 0.9297 0.0613 6.2% 0.0025 0.3% 97% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0230
2.618 1.0105
1.618 1.0028
1.000 0.9980
0.618 0.9951
HIGH 0.9903
0.618 0.9874
0.500 0.9865
0.382 0.9855
LOW 0.9826
0.618 0.9778
1.000 0.9749
1.618 0.9701
2.618 0.9624
4.250 0.9499
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 0.9881 0.9871
PP 0.9873 0.9852
S1 0.9865 0.9834

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

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