CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 0.9705 0.9768 0.0063 0.6% 0.9725
High 0.9775 0.9770 -0.0005 -0.1% 0.9775
Low 0.9688 0.9698 0.0010 0.1% 0.9602
Close 0.9776 0.9705 -0.0071 -0.7% 0.9705
Range 0.0087 0.0072 -0.0015 -17.2% 0.0173
ATR 0.0081 0.0081 0.0000 -0.3% 0.0000
Volume 150 134 -16 -10.7% 1,318
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9940 0.9895 0.9745
R3 0.9868 0.9823 0.9725
R2 0.9796 0.9796 0.9718
R1 0.9751 0.9751 0.9712 0.9738
PP 0.9724 0.9724 0.9724 0.9718
S1 0.9679 0.9679 0.9698 0.9666
S2 0.9652 0.9652 0.9692
S3 0.9580 0.9607 0.9685
S4 0.9508 0.9535 0.9665
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0213 1.0132 0.9800
R3 1.0040 0.9959 0.9753
R2 0.9867 0.9867 0.9737
R1 0.9786 0.9786 0.9721 0.9740
PP 0.9694 0.9694 0.9694 0.9671
S1 0.9613 0.9613 0.9689 0.9567
S2 0.9521 0.9521 0.9673
S3 0.9348 0.9440 0.9657
S4 0.9175 0.9267 0.9610
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% 60% False False 263
10 0.9775 0.9557 0.0218 2.2% 0.0078 0.8% 68% False False 255
20 0.9775 0.9318 0.0457 4.7% 0.0075 0.8% 85% False False 174
40 0.9775 0.9307 0.0468 4.8% 0.0062 0.6% 85% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0076
2.618 0.9958
1.618 0.9886
1.000 0.9842
0.618 0.9814
HIGH 0.9770
0.618 0.9742
0.500 0.9734
0.382 0.9726
LOW 0.9698
0.618 0.9654
1.000 0.9626
1.618 0.9582
2.618 0.9510
4.250 0.9392
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 0.9734 0.9700
PP 0.9724 0.9695
S1 0.9715 0.9690

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

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