CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 0.9449 0.9350 -0.0099 -1.0% 0.9590
High 0.9449 0.9350 -0.0099 -1.0% 0.9727
Low 0.9449 0.9230 -0.0219 -2.3% 0.9300
Close 0.9449 0.9299 -0.0150 -1.6% 0.9404
Range 0.0000 0.0120 0.0120 0.0427
ATR 0.0114 0.0121 0.0008 6.6% 0.0000
Volume 476 476 0 0.0% 801
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 0.9653 0.9596 0.9365
R3 0.9533 0.9476 0.9332
R2 0.9413 0.9413 0.9321
R1 0.9356 0.9356 0.9310 0.9325
PP 0.9293 0.9293 0.9293 0.9277
S1 0.9236 0.9236 0.9288 0.9205
S2 0.9173 0.9173 0.9277
S3 0.9053 0.9116 0.9266
S4 0.8933 0.8996 0.9233
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 1.0758 1.0508 0.9639
R3 1.0331 1.0081 0.9521
R2 0.9904 0.9904 0.9482
R1 0.9654 0.9654 0.9443 0.9566
PP 0.9477 0.9477 0.9477 0.9433
S1 0.9227 0.9227 0.9365 0.9139
S2 0.9050 0.9050 0.9326
S3 0.8623 0.8800 0.9287
S4 0.8196 0.8373 0.9169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9597 0.9230 0.0367 3.9% 0.0103 1.1% 19% False True 330
10 0.9847 0.9230 0.0617 6.6% 0.0088 1.0% 11% False True 188
20 0.9955 0.9230 0.0725 7.8% 0.0102 1.1% 10% False True 137
40 1.0012 0.9230 0.0782 8.4% 0.0077 0.8% 9% False True 109
60 1.0012 0.9230 0.0782 8.4% 0.0061 0.7% 9% False True 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9860
2.618 0.9664
1.618 0.9544
1.000 0.9470
0.618 0.9424
HIGH 0.9350
0.618 0.9304
0.500 0.9290
0.382 0.9276
LOW 0.9230
0.618 0.9156
1.000 0.9110
1.618 0.9036
2.618 0.8916
4.250 0.8720
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 0.9296 0.9343
PP 0.9293 0.9328
S1 0.9290 0.9314

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

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