CME Canadian Dollar Future December 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	0.9585	0.9640	0.0055	0.6%	0.9780
High	0.9652	0.9670	0.0018	0.2%	0.9841
Low	0.9585	0.9636	0.0051	0.5%	0.9540
Close	0.9641	0.9651	0.0010	0.1%	0.9641
Range	0.0067	0.0034	-0.0033	-49.3%	0.0301
ATR	0.0108	0.0102	-0.0005	-4.9%	0.0000
Volume	238	92	-146	-61.3%	1,224

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9754	0.9737	0.9670
R3	0.9720	0.9703	0.9660
R2	0.9686	0.9686	0.9657
R1	0.9669	0.9669	0.9654	0.9678
PP	0.9652	0.9652	0.9652	0.9657
S1	0.9635	0.9635	0.9648	0.9644
S2	0.9618	0.9618	0.9645
S3	0.9584	0.9601	0.9642
S4	0.9550	0.9567	0.9632

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0577	1.0410	0.9807
R3	1.0276	1.0109	0.9724
R2	0.9975	0.9975	0.9696
R1	0.9808	0.9808	0.9669	0.9741
PP	0.9674	0.9674	0.9674	0.9641
S1	0.9507	0.9507	0.9613	0.9440
S2	0.9373	0.9373	0.9586
S3	0.9072	0.9206	0.9558
S4	0.8771	0.8905	0.9475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9800	0.9540	0.0260	2.7%	0.0084	0.9%	43%	False	False	252
10	0.9841	0.9540	0.0301	3.1%	0.0088	0.9%	37%	False	False	190
20	0.9841	0.9365	0.0476	4.9%	0.0096	1.0%	60%	False	False	172
40	0.9858	0.9230	0.0628	6.5%	0.0099	1.0%	67%	False	False	160
60	1.0012	0.9230	0.0782	8.1%	0.0086	0.9%	54%	False	False	129
80	1.0012	0.9230	0.0782	8.1%	0.0073	0.8%	54%	False	False	109
100	1.0012	0.9230	0.0782	8.1%	0.0061	0.6%	54%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9815
2.618	0.9759
1.618	0.9725
1.000	0.9704
0.618	0.9691
HIGH	0.9670
0.618	0.9657
0.500	0.9653
0.382	0.9649
LOW	0.9636
0.618	0.9615
1.000	0.9602
1.618	0.9581
2.618	0.9547
4.250	0.9492

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	0.9653	0.9636
PP	0.9652	0.9620
S1	0.9652	0.9605

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols