CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 0.9893 0.9965 0.0072 0.7% 0.9893
High 0.9955 0.9965 0.0010 0.1% 0.9985
Low 0.9886 0.9912 0.0026 0.3% 0.9886
Close 0.9943 0.9925 -0.0018 -0.2% 0.9925
Range 0.0069 0.0053 -0.0016 -23.2% 0.0099
ATR 0.0052 0.0052 0.0000 0.2% 0.0000
Volume 12 11 -1 -8.3% 524
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0093 1.0062 0.9954
R3 1.0040 1.0009 0.9940
R2 0.9987 0.9987 0.9935
R1 0.9956 0.9956 0.9930 0.9945
PP 0.9934 0.9934 0.9934 0.9929
S1 0.9903 0.9903 0.9920 0.9892
S2 0.9881 0.9881 0.9915
S3 0.9828 0.9850 0.9910
S4 0.9775 0.9797 0.9896
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0229 1.0176 0.9979
R3 1.0130 1.0077 0.9952
R2 1.0031 1.0031 0.9943
R1 0.9978 0.9978 0.9934 1.0005
PP 0.9932 0.9932 0.9932 0.9945
S1 0.9879 0.9879 0.9916 0.9906
S2 0.9833 0.9833 0.9907
S3 0.9734 0.9780 0.9898
S4 0.9635 0.9681 0.9871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9985 0.9886 0.0099 1.0% 0.0049 0.5% 39% False False 104
10 0.9985 0.9760 0.0225 2.3% 0.0039 0.4% 73% False False 103
20 0.9985 0.9694 0.0291 2.9% 0.0039 0.4% 79% False False 70
40 0.9985 0.9363 0.0622 6.3% 0.0028 0.3% 90% False False 45
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 True
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 1.0104
1.618 1.0051
1.000 1.0018
0.618 0.9998
HIGH 0.9965
0.618 0.9945
0.500 0.9939
0.382 0.9932
LOW 0.9912
0.618 0.9879
1.000 0.9859
1.618 0.9826
2.618 0.9773
4.250 0.9687
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 0.9939 0.9926
PP 0.9934 0.9925
S1 0.9930 0.9925

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

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