CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 0.9942 0.9941 -0.0001 0.0% 0.9760
High 0.9985 0.9960 -0.0025 -0.3% 0.9903
Low 0.9939 0.9941 0.0002 0.0% 0.9760
Close 0.9974 0.9937 -0.0037 -0.4% 0.9873
Range 0.0046 0.0019 -0.0027 -58.7% 0.0143
ATR 0.0052 0.0051 -0.0001 -2.6% 0.0000
Volume 29 68 39 134.5% 510
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0003 0.9989 0.9947
R3 0.9984 0.9970 0.9942
R2 0.9965 0.9965 0.9940
R1 0.9951 0.9951 0.9939 0.9949
PP 0.9946 0.9946 0.9946 0.9945
S1 0.9932 0.9932 0.9935 0.9930
S2 0.9927 0.9927 0.9934
S3 0.9908 0.9913 0.9932
S4 0.9889 0.9894 0.9927
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 0.9826 0.0159 1.6% 0.0040 0.4% 70% False False 192
10 0.9985 0.9694 0.0291 2.9% 0.0033 0.3% 84% False False 102
20 0.9985 0.9679 0.0306 3.1% 0.0036 0.4% 84% False False 71
40 0.9985 0.9363 0.0622 6.3% 0.0026 0.3% 92% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0041
2.618 1.0010
1.618 0.9991
1.000 0.9979
0.618 0.9972
HIGH 0.9960
0.618 0.9953
0.500 0.9951
0.382 0.9948
LOW 0.9941
0.618 0.9929
1.000 0.9922
1.618 0.9910
2.618 0.9891
4.250 0.9860
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 0.9951 0.9939
PP 0.9946 0.9938
S1 0.9942 0.9938

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

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