CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 0.9957 0.9885 -0.0072 -0.7% 0.9808
High 0.9957 0.9899 -0.0058 -0.6% 1.0012
Low 0.9957 0.9796 -0.0161 -1.6% 0.9775
Close 0.9952 0.9829 -0.0123 -1.2% 0.9967
Range 0.0000 0.0103 0.0103 0.0237
ATR 0.0056 0.0063 0.0007 12.9% 0.0000
Volume 24 1 -23 -95.8% 359
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0150 1.0093 0.9886
R3 1.0047 0.9990 0.9857
R2 0.9944 0.9944 0.9848
R1 0.9887 0.9887 0.9838 0.9864
PP 0.9841 0.9841 0.9841 0.9830
S1 0.9784 0.9784 0.9820 0.9761
S2 0.9738 0.9738 0.9810
S3 0.9635 0.9681 0.9801
S4 0.9532 0.9578 0.9772
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0629 1.0535 1.0097
R3 1.0392 1.0298 1.0032
R2 1.0155 1.0155 1.0010
R1 1.0061 1.0061 0.9989 1.0108
PP 0.9918 0.9918 0.9918 0.9942
S1 0.9824 0.9824 0.9945 0.9871
S2 0.9681 0.9681 0.9924
S3 0.9444 0.9587 0.9902
S4 0.9207 0.9350 0.9837
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0012 0.9796 0.0216 2.2% 0.0045 0.5% 15% False True 35
10 1.0012 0.9775 0.0237 2.4% 0.0062 0.6% 23% False False 49
20 1.0012 0.9775 0.0237 2.4% 0.0051 0.5% 23% False False 81
40 1.0012 0.9675 0.0337 3.4% 0.0041 0.4% 46% False False 55
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 0.0007
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0337
2.618 1.0169
1.618 1.0066
1.000 1.0002
0.618 0.9963
HIGH 0.9899
0.618 0.9860
0.500 0.9848
0.382 0.9835
LOW 0.9796
0.618 0.9732
1.000 0.9693
1.618 0.9629
2.618 0.9526
4.250 0.9358
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 0.9848 0.9882
PP 0.9841 0.9864
S1 0.9835 0.9847

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

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