CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 0.9400 0.9435 0.0035 0.4% 0.9433
High 0.9454 0.9436 -0.0018 -0.2% 0.9527
Low 0.9383 0.9416 0.0033 0.4% 0.9399
Close 0.9436 0.9420 -0.0016 -0.2% 0.9429
Range 0.0071 0.0020 -0.0051 -71.8% 0.0128
ATR 0.0088 0.0083 -0.0005 -5.5% 0.0000
Volume 141 192 51 36.2% 504
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9484 0.9472 0.9431
R3 0.9464 0.9452 0.9426
R2 0.9444 0.9444 0.9424
R1 0.9432 0.9432 0.9422 0.9428
PP 0.9424 0.9424 0.9424 0.9422
S1 0.9412 0.9412 0.9418 0.9408
S2 0.9404 0.9404 0.9416
S3 0.9384 0.9392 0.9415
S4 0.9364 0.9372 0.9409
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9836 0.9760 0.9499
R3 0.9708 0.9632 0.9464
R2 0.9580 0.9580 0.9452
R1 0.9504 0.9504 0.9441 0.9478
PP 0.9452 0.9452 0.9452 0.9439
S1 0.9376 0.9376 0.9417 0.9350
S2 0.9324 0.9324 0.9406
S3 0.9196 0.9248 0.9394
S4 0.9068 0.9120 0.9359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9527 0.9383 0.0144 1.5% 0.0044 0.5% 26% False False 145
10 0.9552 0.9383 0.0169 1.8% 0.0050 0.5% 22% False False 90
20 0.9602 0.9307 0.0295 3.1% 0.0048 0.5% 38% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9521
2.618 0.9488
1.618 0.9468
1.000 0.9456
0.618 0.9448
HIGH 0.9436
0.618 0.9428
0.500 0.9426
0.382 0.9424
LOW 0.9416
0.618 0.9404
1.000 0.9396
1.618 0.9384
2.618 0.9364
4.250 0.9331
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 0.9426 0.9423
PP 0.9424 0.9422
S1 0.9422 0.9421

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

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