CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 0.9941 0.9893 -0.0048 -0.5% 0.9760
High 0.9960 0.9955 -0.0005 -0.1% 0.9903
Low 0.9941 0.9886 -0.0055 -0.6% 0.9760
Close 0.9937 0.9943 0.0006 0.1% 0.9873
Range 0.0019 0.0069 0.0050 263.2% 0.0143
ATR 0.0051 0.0052 0.0001 2.6% 0.0000
Volume 68 12 -56 -82.4% 510
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0135 1.0108 0.9981
R3 1.0066 1.0039 0.9962
R2 0.9997 0.9997 0.9956
R1 0.9970 0.9970 0.9949 0.9984
PP 0.9928 0.9928 0.9928 0.9935
S1 0.9901 0.9901 0.9937 0.9915
S2 0.9859 0.9859 0.9930
S3 0.9790 0.9832 0.9924
S4 0.9721 0.9763 0.9905
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 0.9873 0.0112 1.1% 0.0038 0.4% 63% False False 183
10 0.9985 0.9694 0.0291 2.9% 0.0036 0.4% 86% False False 102
20 0.9985 0.9694 0.0291 2.9% 0.0037 0.4% 86% False False 71
40 0.9985 0.9363 0.0622 6.3% 0.0027 0.3% 93% False False 46
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0248
2.618 1.0136
1.618 1.0067
1.000 1.0024
0.618 0.9998
HIGH 0.9955
0.618 0.9929
0.500 0.9921
0.382 0.9912
LOW 0.9886
0.618 0.9843
1.000 0.9817
1.618 0.9774
2.618 0.9705
4.250 0.9593
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 0.9936 0.9941
PP 0.9928 0.9938
S1 0.9921 0.9936

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

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