CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 0.9635 0.9705 0.0070 0.7% 0.9557
High 0.9705 0.9775 0.0070 0.7% 0.9707
Low 0.9605 0.9688 0.0083 0.9% 0.9557
Close 0.9702 0.9776 0.0074 0.8% 0.9690
Range 0.0100 0.0087 -0.0013 -13.0% 0.0150
ATR 0.0081 0.0081 0.0000 0.5% 0.0000
Volume 221 150 -71 -32.1% 1,238
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0007 0.9979 0.9824
R3 0.9920 0.9892 0.9800
R2 0.9833 0.9833 0.9792
R1 0.9805 0.9805 0.9784 0.9819
PP 0.9746 0.9746 0.9746 0.9754
S1 0.9718 0.9718 0.9768 0.9732
S2 0.9659 0.9659 0.9760
S3 0.9572 0.9631 0.9752
S4 0.9485 0.9544 0.9728
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0101 1.0046 0.9773
R3 0.9951 0.9896 0.9731
R2 0.9801 0.9801 0.9718
R1 0.9746 0.9746 0.9704 0.9774
PP 0.9651 0.9651 0.9651 0.9665
S1 0.9596 0.9596 0.9676 0.9624
S2 0.9501 0.9501 0.9663
S3 0.9351 0.9446 0.9649
S4 0.9201 0.9296 0.9608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9602 0.0173 1.8% 0.0084 0.9% 101% True False 324
10 0.9775 0.9472 0.0303 3.1% 0.0079 0.8% 100% True False 261
20 0.9775 0.9318 0.0457 4.7% 0.0075 0.8% 100% True False 168
40 0.9775 0.9307 0.0468 4.8% 0.0061 0.6% 100% True False 118
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0145
2.618 1.0003
1.618 0.9916
1.000 0.9862
0.618 0.9829
HIGH 0.9775
0.618 0.9742
0.500 0.9732
0.382 0.9721
LOW 0.9688
0.618 0.9634
1.000 0.9601
1.618 0.9547
2.618 0.9460
4.250 0.9318
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 0.9761 0.9747
PP 0.9746 0.9718
S1 0.9732 0.9689

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

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