CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 0.9395 0.9333 -0.0062 -0.7% 0.9400
High 0.9395 0.9397 0.0002 0.0% 0.9454
Low 0.9318 0.9332 0.0014 0.2% 0.9318
Close 0.9342 0.9380 0.0038 0.4% 0.9380
Range 0.0077 0.0065 -0.0012 -15.6% 0.0136
ATR 0.0082 0.0081 -0.0001 -1.5% 0.0000
Volume 50 153 103 206.0% 550
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9565 0.9537 0.9416
R3 0.9500 0.9472 0.9398
R2 0.9435 0.9435 0.9392
R1 0.9407 0.9407 0.9386 0.9421
PP 0.9370 0.9370 0.9370 0.9377
S1 0.9342 0.9342 0.9374 0.9356
S2 0.9305 0.9305 0.9368
S3 0.9240 0.9277 0.9362
S4 0.9175 0.9212 0.9344
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9792 0.9722 0.9455
R3 0.9656 0.9586 0.9417
R2 0.9520 0.9520 0.9405
R1 0.9450 0.9450 0.9392 0.9417
PP 0.9384 0.9384 0.9384 0.9368
S1 0.9314 0.9314 0.9368 0.9281
S2 0.9248 0.9248 0.9355
S3 0.9112 0.9178 0.9343
S4 0.8976 0.9042 0.9305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.9318 0.0136 1.4% 0.0058 0.6% 46% False False 110
10 0.9527 0.9318 0.0209 2.2% 0.0060 0.6% 30% False False 105
20 0.9602 0.9307 0.0295 3.1% 0.0053 0.6% 25% False False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9673
2.618 0.9567
1.618 0.9502
1.000 0.9462
0.618 0.9437
HIGH 0.9397
0.618 0.9372
0.500 0.9365
0.382 0.9357
LOW 0.9332
0.618 0.9292
1.000 0.9267
1.618 0.9227
2.618 0.9162
4.250 0.9056
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 0.9375 0.9385
PP 0.9370 0.9383
S1 0.9365 0.9382

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

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