CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 0.9955 0.9930 -0.0025 -0.3% 0.9957
High 0.9955 0.9949 -0.0006 -0.1% 0.9957
Low 0.9904 0.9800 -0.0104 -1.1% 0.9796
Close 0.9911 0.9808 -0.0103 -1.0% 0.9808
Range 0.0051 0.0149 0.0098 192.2% 0.0161
ATR 0.0064 0.0070 0.0006 9.5% 0.0000
Volume 55 32 -23 -41.8% 232
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0299 1.0203 0.9890
R3 1.0150 1.0054 0.9849
R2 1.0001 1.0001 0.9835
R1 0.9905 0.9905 0.9822 0.9879
PP 0.9852 0.9852 0.9852 0.9839
S1 0.9756 0.9756 0.9794 0.9730
S2 0.9703 0.9703 0.9781
S3 0.9554 0.9607 0.9767
S4 0.9405 0.9458 0.9726
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0337 1.0233 0.9897
R3 1.0176 1.0072 0.9852
R2 1.0015 1.0015 0.9838
R1 0.9911 0.9911 0.9823 0.9883
PP 0.9854 0.9854 0.9854 0.9839
S1 0.9750 0.9750 0.9793 0.9722
S2 0.9693 0.9693 0.9778
S3 0.9532 0.9589 0.9764
S4 0.9371 0.9428 0.9719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9957 0.9796 0.0161 1.6% 0.0077 0.8% 7% False False 46
10 1.0012 0.9775 0.0237 2.4% 0.0071 0.7% 14% False False 59
20 1.0012 0.9775 0.0237 2.4% 0.0060 0.6% 14% False False 67
40 1.0012 0.9679 0.0333 3.4% 0.0047 0.5% 39% False False 58
60 1.0012 0.9301 0.0711 7.2% 0.0036 0.4% 71% False False 47
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 0.0011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0582
2.618 1.0339
1.618 1.0190
1.000 1.0098
0.618 1.0041
HIGH 0.9949
0.618 0.9892
0.500 0.9875
0.382 0.9857
LOW 0.9800
0.618 0.9708
1.000 0.9651
1.618 0.9559
2.618 0.9410
4.250 0.9167
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 0.9875 0.9878
PP 0.9852 0.9854
S1 0.9830 0.9831

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

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