CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 0.9401 0.9370 -0.0031 -0.3% 0.9468
High 0.9448 0.9407 -0.0041 -0.4% 0.9490
Low 0.9372 0.9338 -0.0034 -0.4% 0.9338
Close 0.9387 0.9349 -0.0038 -0.4% 0.9349
Range 0.0076 0.0069 -0.0007 -9.2% 0.0152
ATR 0.0088 0.0086 -0.0001 -1.5% 0.0000
Volume 144 748 604 419.4% 2,052
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9572 0.9529 0.9387
R3 0.9503 0.9460 0.9368
R2 0.9434 0.9434 0.9362
R1 0.9391 0.9391 0.9355 0.9378
PP 0.9365 0.9365 0.9365 0.9358
S1 0.9322 0.9322 0.9343 0.9309
S2 0.9296 0.9296 0.9336
S3 0.9227 0.9253 0.9330
S4 0.9158 0.9184 0.9311
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9848 0.9751 0.9433
R3 0.9696 0.9599 0.9391
R2 0.9544 0.9544 0.9377
R1 0.9447 0.9447 0.9363 0.9420
PP 0.9392 0.9392 0.9392 0.9379
S1 0.9295 0.9295 0.9335 0.9268
S2 0.9240 0.9240 0.9321
S3 0.9088 0.9143 0.9307
S4 0.8936 0.8991 0.9265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9490 0.9338 0.0152 1.6% 0.0079 0.8% 7% False True 410
10 0.9770 0.9338 0.0432 4.6% 0.0091 1.0% 3% False True 308
20 0.9775 0.9338 0.0437 4.7% 0.0085 0.9% 3% False True 285
40 0.9775 0.9318 0.0457 4.9% 0.0073 0.8% 7% False False 184
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9700
2.618 0.9588
1.618 0.9519
1.000 0.9476
0.618 0.9450
HIGH 0.9407
0.618 0.9381
0.500 0.9373
0.382 0.9364
LOW 0.9338
0.618 0.9295
1.000 0.9269
1.618 0.9226
2.618 0.9157
4.250 0.9045
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 0.9373 0.9393
PP 0.9365 0.9378
S1 0.9357 0.9364

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

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