CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 0.9994 0.9928 -0.0066 -0.7% 0.9897
High 0.9995 0.9928 -0.0067 -0.7% 1.0009
Low 0.9940 0.9814 -0.0126 -1.3% 0.9814
Close 0.9948 0.9827 -0.0121 -1.2% 0.9827
Range 0.0055 0.0114 0.0059 107.3% 0.0195
ATR 0.0050 0.0056 0.0006 12.1% 0.0000
Volume 48 36 -12 -25.0% 238
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0198 1.0127 0.9890
R3 1.0084 1.0013 0.9858
R2 0.9970 0.9970 0.9848
R1 0.9899 0.9899 0.9837 0.9878
PP 0.9856 0.9856 0.9856 0.9846
S1 0.9785 0.9785 0.9817 0.9764
S2 0.9742 0.9742 0.9806
S3 0.9628 0.9671 0.9796
S4 0.9514 0.9557 0.9764
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0468 1.0343 0.9934
R3 1.0273 1.0148 0.9881
R2 1.0078 1.0078 0.9863
R1 0.9953 0.9953 0.9845 0.9918
PP 0.9883 0.9883 0.9883 0.9866
S1 0.9758 0.9758 0.9809 0.9723
S2 0.9688 0.9688 0.9791
S3 0.9493 0.9563 0.9773
S4 0.9298 0.9368 0.9720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0009 0.9814 0.0195 2.0% 0.0050 0.5% 7% False True 47
10 1.0009 0.9814 0.0195 2.0% 0.0049 0.5% 7% False True 76
20 1.0009 0.9694 0.0315 3.2% 0.0041 0.4% 42% False False 76
40 1.0009 0.9363 0.0646 6.6% 0.0034 0.3% 72% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 1.0413
2.618 1.0226
1.618 1.0112
1.000 1.0042
0.618 0.9998
HIGH 0.9928
0.618 0.9884
0.500 0.9871
0.382 0.9858
LOW 0.9814
0.618 0.9744
1.000 0.9700
1.618 0.9630
2.618 0.9516
4.250 0.9330
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 0.9871 0.9912
PP 0.9856 0.9883
S1 0.9842 0.9855

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

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