CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 0.9928 0.9808 -0.0120 -1.2% 0.9897
High 0.9928 0.9815 -0.0113 -1.1% 1.0009
Low 0.9814 0.9775 -0.0039 -0.4% 0.9814
Close 0.9827 0.9826 -0.0001 0.0% 0.9827
Range 0.0114 0.0040 -0.0074 -64.9% 0.0195
ATR 0.0056 0.0055 0.0000 -0.5% 0.0000
Volume 36 124 88 244.4% 238
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9925 0.9916 0.9848
R3 0.9885 0.9876 0.9837
R2 0.9845 0.9845 0.9833
R1 0.9836 0.9836 0.9830 0.9841
PP 0.9805 0.9805 0.9805 0.9808
S1 0.9796 0.9796 0.9822 0.9801
S2 0.9765 0.9765 0.9819
S3 0.9725 0.9756 0.9815
S4 0.9685 0.9716 0.9804
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 0.9775 0.0234 2.4% 0.0052 0.5% 22% False True 67
10 1.0009 0.9775 0.0234 2.4% 0.0048 0.5% 22% False True 48
20 1.0009 0.9694 0.0315 3.2% 0.0039 0.4% 42% False False 77
40 1.0009 0.9363 0.0646 6.6% 0.0035 0.4% 72% False False 52
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9985
2.618 0.9920
1.618 0.9880
1.000 0.9855
0.618 0.9840
HIGH 0.9815
0.618 0.9800
0.500 0.9795
0.382 0.9790
LOW 0.9775
0.618 0.9750
1.000 0.9735
1.618 0.9710
2.618 0.9670
4.250 0.9605
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 0.9816 0.9885
PP 0.9805 0.9865
S1 0.9795 0.9846

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

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