CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 0.9559 0.9583 0.0024 0.3% 0.9449
High 0.9559 0.9583 0.0024 0.3% 0.9559
Low 0.9477 0.9478 0.0001 0.0% 0.9230
Close 0.9501 0.9508 0.0007 0.1% 0.9501
Range 0.0082 0.0105 0.0023 28.0% 0.0329
ATR 0.0121 0.0120 -0.0001 -0.9% 0.0000
Volume 74 63 -11 -14.9% 1,354
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9838 0.9778 0.9566
R3 0.9733 0.9673 0.9537
R2 0.9628 0.9628 0.9527
R1 0.9568 0.9568 0.9518 0.9546
PP 0.9523 0.9523 0.9523 0.9512
S1 0.9463 0.9463 0.9498 0.9441
S2 0.9418 0.9418 0.9489
S3 0.9313 0.9358 0.9479
S4 0.9208 0.9253 0.9450
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 1.0417 1.0288 0.9682
R3 1.0088 0.9959 0.9591
R2 0.9759 0.9759 0.9561
R1 0.9630 0.9630 0.9531 0.9695
PP 0.9430 0.9430 0.9430 0.9462
S1 0.9301 0.9301 0.9471 0.9366
S2 0.9101 0.9101 0.9441
S3 0.8772 0.8972 0.9411
S4 0.8443 0.8643 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9583 0.9230 0.0353 3.7% 0.0096 1.0% 79% True False 188
10 0.9727 0.9230 0.0497 5.2% 0.0100 1.1% 56% False False 218
20 0.9847 0.9230 0.0617 6.5% 0.0104 1.1% 45% False False 147
40 1.0012 0.9230 0.0782 8.2% 0.0082 0.9% 36% False False 99
60 1.0012 0.9230 0.0782 8.2% 0.0067 0.7% 36% False False 88
80 1.0012 0.9230 0.0782 8.2% 0.0054 0.6% 36% False False 73
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9858
1.618 0.9753
1.000 0.9688
0.618 0.9648
HIGH 0.9583
0.618 0.9543
0.500 0.9531
0.382 0.9518
LOW 0.9478
0.618 0.9413
1.000 0.9373
1.618 0.9308
2.618 0.9203
4.250 0.9032
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 0.9531 0.9525
PP 0.9523 0.9519
S1 0.9516 0.9514

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

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