CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 0.9557 0.9615 0.0058 0.6% 0.9545
High 0.9651 0.9664 0.0013 0.1% 0.9637
Low 0.9557 0.9612 0.0055 0.6% 0.9455
Close 0.9593 0.9618 0.0025 0.3% 0.9561
Range 0.0094 0.0052 -0.0042 -44.7% 0.0182
ATR 0.0082 0.0081 -0.0001 -1.0% 0.0000
Volume 105 167 62 59.0% 431
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9787 0.9755 0.9647
R3 0.9735 0.9703 0.9632
R2 0.9683 0.9683 0.9628
R1 0.9651 0.9651 0.9623 0.9667
PP 0.9631 0.9631 0.9631 0.9640
S1 0.9599 0.9599 0.9613 0.9615
S2 0.9579 0.9579 0.9608
S3 0.9527 0.9547 0.9604
S4 0.9475 0.9495 0.9589
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0097 1.0011 0.9661
R3 0.9915 0.9829 0.9611
R2 0.9733 0.9733 0.9594
R1 0.9647 0.9647 0.9578 0.9690
PP 0.9551 0.9551 0.9551 0.9573
S1 0.9465 0.9465 0.9544 0.9508
S2 0.9369 0.9369 0.9528
S3 0.9187 0.9283 0.9511
S4 0.9005 0.9101 0.9461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9664 0.9455 0.0209 2.2% 0.0077 0.8% 78% True False 125
10 0.9664 0.9350 0.0314 3.3% 0.0074 0.8% 85% True False 100
20 0.9664 0.9318 0.0346 3.6% 0.0067 0.7% 87% True False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9800
1.618 0.9748
1.000 0.9716
0.618 0.9696
HIGH 0.9664
0.618 0.9644
0.500 0.9638
0.382 0.9632
LOW 0.9612
0.618 0.9580
1.000 0.9560
1.618 0.9528
2.618 0.9476
4.250 0.9391
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 0.9638 0.9601
PP 0.9631 0.9585
S1 0.9625 0.9568

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

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