CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 0.9893 0.9942 0.0049 0.5% 0.9760
High 0.9950 0.9985 0.0035 0.4% 0.9903
Low 0.9893 0.9939 0.0046 0.5% 0.9760
Close 0.9944 0.9974 0.0030 0.3% 0.9873
Range 0.0057 0.0046 -0.0011 -19.3% 0.0143
ATR 0.0052 0.0052 0.0000 -0.9% 0.0000
Volume 404 29 -375 -92.8% 510
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0104 1.0085 0.9999
R3 1.0058 1.0039 0.9987
R2 1.0012 1.0012 0.9982
R1 0.9993 0.9993 0.9978 1.0003
PP 0.9966 0.9966 0.9966 0.9971
S1 0.9947 0.9947 0.9970 0.9957
S2 0.9920 0.9920 0.9966
S3 0.9874 0.9901 0.9961
S4 0.9828 0.9855 0.9949
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 0.9985 0.9807 0.0178 1.8% 0.0042 0.4% 94% True False 181
10 0.9985 0.9694 0.0291 2.9% 0.0035 0.3% 96% True False 97
20 0.9985 0.9679 0.0306 3.1% 0.0036 0.4% 96% True False 68
40 0.9985 0.9354 0.0631 6.3% 0.0025 0.3% 98% True False 47
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0181
2.618 1.0105
1.618 1.0059
1.000 1.0031
0.618 1.0013
HIGH 0.9985
0.618 0.9967
0.500 0.9962
0.382 0.9957
LOW 0.9939
0.618 0.9911
1.000 0.9893
1.618 0.9865
2.618 0.9819
4.250 0.9744
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 0.9970 0.9959
PP 0.9966 0.9944
S1 0.9962 0.9929

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

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