CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 0.9685 0.9490 -0.0195 -2.0% 0.9800
High 0.9687 0.9627 -0.0060 -0.6% 0.9858
Low 0.9302 0.9485 0.0183 2.0% 0.9302
Close 0.9394 0.9585 0.0191 2.0% 0.9585
Range 0.0385 0.0142 -0.0243 -63.1% 0.0556
ATR 0.0096 0.0106 0.0010 10.1% 0.0000
Volume 67 137 70 104.5% 351
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 0.9992 0.9930 0.9663
R3 0.9850 0.9788 0.9624
R2 0.9708 0.9708 0.9611
R1 0.9646 0.9646 0.9598 0.9677
PP 0.9566 0.9566 0.9566 0.9581
S1 0.9504 0.9504 0.9572 0.9535
S2 0.9424 0.9424 0.9559
S3 0.9282 0.9362 0.9546
S4 0.9140 0.9220 0.9507
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1250 1.0973 0.9891
R3 1.0694 1.0417 0.9738
R2 1.0138 1.0138 0.9687
R1 0.9861 0.9861 0.9636 0.9722
PP 0.9582 0.9582 0.9582 0.9512
S1 0.9305 0.9305 0.9534 0.9166
S2 0.9026 0.9026 0.9483
S3 0.8470 0.8749 0.9432
S4 0.7914 0.8193 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9858 0.9302 0.0556 5.8% 0.0150 1.6% 51% False False 70
10 0.9957 0.9302 0.0655 6.8% 0.0113 1.2% 43% False False 58
20 1.0012 0.9302 0.0710 7.4% 0.0085 0.9% 40% False False 59
40 1.0012 0.9302 0.0710 7.4% 0.0062 0.6% 40% False False 64
60 1.0012 0.9302 0.0710 7.4% 0.0047 0.5% 40% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0231
2.618 0.9999
1.618 0.9857
1.000 0.9769
0.618 0.9715
HIGH 0.9627
0.618 0.9573
0.500 0.9556
0.382 0.9539
LOW 0.9485
0.618 0.9397
1.000 0.9343
1.618 0.9255
2.618 0.9113
4.250 0.8882
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 0.9575 0.9563
PP 0.9566 0.9541
S1 0.9556 0.9519

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

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