CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Aug-2010
Day Change Summary
Previous Current
18-Aug-2010 19-Aug-2010 Change Change % Previous Week
Open 0.9656 0.9716 0.0060 0.6% 0.9705
High 0.9714 0.9735 0.0021 0.2% 0.9722
Low 0.9648 0.9580 -0.0068 -0.7% 0.9512
Close 0.9713 0.9599 -0.0114 -1.2% 0.9573
Range 0.0066 0.0155 0.0089 134.8% 0.0210
ATR 0.0096 0.0100 0.0004 4.4% 0.0000
Volume 798 881 83 10.4% 3,810
Daily Pivots for day following 19-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0103 1.0006 0.9684
R3 0.9948 0.9851 0.9642
R2 0.9793 0.9793 0.9627
R1 0.9696 0.9696 0.9613 0.9667
PP 0.9638 0.9638 0.9638 0.9624
S1 0.9541 0.9541 0.9585 0.9512
S2 0.9483 0.9483 0.9571
S3 0.9328 0.9386 0.9556
S4 0.9173 0.9231 0.9514
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0232 1.0113 0.9689
R3 1.0022 0.9903 0.9631
R2 0.9812 0.9812 0.9612
R1 0.9693 0.9693 0.9592 0.9648
PP 0.9602 0.9602 0.9602 0.9580
S1 0.9483 0.9483 0.9554 0.9438
S2 0.9392 0.9392 0.9535
S3 0.9182 0.9273 0.9515
S4 0.8972 0.9063 0.9458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9735 0.9537 0.0198 2.1% 0.0101 1.1% 31% True False 988
10 0.9830 0.9512 0.0318 3.3% 0.0100 1.0% 27% False False 788
20 0.9867 0.9512 0.0355 3.7% 0.0091 0.9% 25% False False 647
40 0.9867 0.9356 0.0511 5.3% 0.0098 1.0% 48% False False 488
60 0.9867 0.9325 0.0542 5.6% 0.0099 1.0% 51% False False 376
80 0.9955 0.9230 0.0725 7.6% 0.0100 1.0% 51% False False 316
100 1.0012 0.9230 0.0782 8.1% 0.0090 0.9% 47% False False 269
120 1.0012 0.9230 0.0782 8.1% 0.0080 0.8% 47% False False 229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0394
2.618 1.0141
1.618 0.9986
1.000 0.9890
0.618 0.9831
HIGH 0.9735
0.618 0.9676
0.500 0.9658
0.382 0.9639
LOW 0.9580
0.618 0.9484
1.000 0.9425
1.618 0.9329
2.618 0.9174
4.250 0.8921
Fisher Pivots for day following 19-Aug-2010
Pivot 1 day 3 day
R1 0.9658 0.9649
PP 0.9638 0.9632
S1 0.9619 0.9616

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

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