CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 0.9723 0.9590 -0.0133 -1.4% 0.9696
High 0.9730 0.9653 -0.0077 -0.8% 0.9847
Low 0.9636 0.9575 -0.0061 -0.6% 0.9636
Close 0.9675 0.9645 -0.0030 -0.3% 0.9675
Range 0.0094 0.0078 -0.0016 -17.0% 0.0211
ATR 0.0107 0.0107 -0.0001 -0.5% 0.0000
Volume 84 38 -46 -54.8% 442
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 0.9858 0.9830 0.9688
R3 0.9780 0.9752 0.9666
R2 0.9702 0.9702 0.9659
R1 0.9674 0.9674 0.9652 0.9688
PP 0.9624 0.9624 0.9624 0.9632
S1 0.9596 0.9596 0.9638 0.9610
S2 0.9546 0.9546 0.9631
S3 0.9468 0.9518 0.9624
S4 0.9390 0.9440 0.9602
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0352 1.0225 0.9791
R3 1.0141 1.0014 0.9733
R2 0.9930 0.9930 0.9714
R1 0.9803 0.9803 0.9694 0.9761
PP 0.9719 0.9719 0.9719 0.9699
S1 0.9592 0.9592 0.9656 0.9550
S2 0.9508 0.9508 0.9636
S3 0.9297 0.9381 0.9617
S4 0.9086 0.9170 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9575 0.0272 2.8% 0.0059 0.6% 26% False True 77
10 0.9847 0.9302 0.0545 5.7% 0.0107 1.1% 63% False False 76
20 1.0012 0.9302 0.0710 7.4% 0.0090 0.9% 48% False False 64
40 1.0012 0.9302 0.0710 7.4% 0.0065 0.7% 48% False False 71
60 1.0012 0.9302 0.0710 7.4% 0.0053 0.5% 48% False False 56
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9985
2.618 0.9857
1.618 0.9779
1.000 0.9731
0.618 0.9701
HIGH 0.9653
0.618 0.9623
0.500 0.9614
0.382 0.9605
LOW 0.9575
0.618 0.9527
1.000 0.9497
1.618 0.9449
2.618 0.9371
4.250 0.9244
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 0.9635 0.9711
PP 0.9624 0.9689
S1 0.9614 0.9667

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

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