CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 02-Apr-2010 Change Change % Previous Week
Open 0.9826 0.9873 0.0047 0.5% 0.9760
High 0.9903 0.9873 -0.0030 -0.3% 0.9903
Low 0.9826 0.9873 0.0047 0.5% 0.9760
Close 0.9889 0.9873 -0.0016 -0.2% 0.9873
Range 0.0077 0.0000 -0.0077 -100.0% 0.0143
ATR 0.0053 0.0050 -0.0003 -5.0% 0.0000
Volume 55 404 349 634.5% 510
Daily Pivots for day following 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9873 0.9873 0.9873
R3 0.9873 0.9873 0.9873
R2 0.9873 0.9873 0.9873
R1 0.9873 0.9873 0.9873 0.9873
PP 0.9873 0.9873 0.9873 0.9873
S1 0.9873 0.9873 0.9873 0.9873
S2 0.9873 0.9873 0.9873
S3 0.9873 0.9873 0.9873
S4 0.9873 0.9873 0.9873
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0274 1.0217 0.9952
R3 1.0131 1.0074 0.9912
R2 0.9988 0.9988 0.9899
R1 0.9931 0.9931 0.9886 0.9960
PP 0.9845 0.9845 0.9845 0.9860
S1 0.9788 0.9788 0.9860 0.9817
S2 0.9702 0.9702 0.9847
S3 0.9559 0.9645 0.9834
S4 0.9416 0.9502 0.9794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9903 0.9760 0.0143 1.4% 0.0029 0.3% 79% False False 102
10 0.9903 0.9694 0.0209 2.1% 0.0032 0.3% 86% False False 77
20 0.9910 0.9679 0.0231 2.3% 0.0033 0.3% 84% False False 48
40 0.9910 0.9301 0.0609 6.2% 0.0025 0.3% 94% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9873
2.618 0.9873
1.618 0.9873
1.000 0.9873
0.618 0.9873
HIGH 0.9873
0.618 0.9873
0.500 0.9873
0.382 0.9873
LOW 0.9873
0.618 0.9873
1.000 0.9873
1.618 0.9873
2.618 0.9873
4.250 0.9873
Fisher Pivots for day following 02-Apr-2010
Pivot 1 day 3 day
R1 0.9873 0.9867
PP 0.9873 0.9861
S1 0.9873 0.9855

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

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