CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 0.9573 0.9503 -0.0070 -0.7% 0.9702
High 0.9576 0.9552 -0.0024 -0.3% 0.9755
Low 0.9502 0.9430 -0.0072 -0.8% 0.9430
Close 0.9519 0.9444 -0.0075 -0.8% 0.9444
Range 0.0074 0.0122 0.0048 64.9% 0.0325
ATR 0.0086 0.0089 0.0003 2.9% 0.0000
Volume 321 304 -17 -5.3% 902
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9841 0.9765 0.9511
R3 0.9719 0.9643 0.9478
R2 0.9597 0.9597 0.9466
R1 0.9521 0.9521 0.9455 0.9498
PP 0.9475 0.9475 0.9475 0.9464
S1 0.9399 0.9399 0.9433 0.9376
S2 0.9353 0.9353 0.9422
S3 0.9231 0.9277 0.9410
S4 0.9109 0.9155 0.9377
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0518 1.0306 0.9623
R3 1.0193 0.9981 0.9533
R2 0.9868 0.9868 0.9504
R1 0.9656 0.9656 0.9474 0.9600
PP 0.9543 0.9543 0.9543 0.9515
S1 0.9331 0.9331 0.9414 0.9275
S2 0.9218 0.9218 0.9384
S3 0.8893 0.9006 0.9355
S4 0.8568 0.8681 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9430 0.0340 3.6% 0.0103 1.1% 4% False True 207
10 0.9775 0.9430 0.0345 3.7% 0.0093 1.0% 4% False True 265
20 0.9775 0.9430 0.0345 3.7% 0.0081 0.9% 4% False True 202
40 0.9775 0.9307 0.0468 5.0% 0.0071 0.8% 29% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0071
2.618 0.9871
1.618 0.9749
1.000 0.9674
0.618 0.9627
HIGH 0.9552
0.618 0.9505
0.500 0.9491
0.382 0.9477
LOW 0.9430
0.618 0.9355
1.000 0.9308
1.618 0.9233
2.618 0.9111
4.250 0.8912
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 0.9491 0.9561
PP 0.9475 0.9522
S1 0.9460 0.9483

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

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