CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 0.9370 0.9360 -0.0010 -0.1% 0.9468
High 0.9407 0.9420 0.0013 0.1% 0.9490
Low 0.9338 0.9327 -0.0011 -0.1% 0.9338
Close 0.9349 0.9402 0.0053 0.6% 0.9349
Range 0.0069 0.0093 0.0024 34.8% 0.0152
ATR 0.0086 0.0087 0.0000 0.5% 0.0000
Volume 748 304 -444 -59.4% 2,052
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9662 0.9625 0.9453
R3 0.9569 0.9532 0.9428
R2 0.9476 0.9476 0.9419
R1 0.9439 0.9439 0.9411 0.9458
PP 0.9383 0.9383 0.9383 0.9392
S1 0.9346 0.9346 0.9393 0.9365
S2 0.9290 0.9290 0.9385
S3 0.9197 0.9253 0.9376
S4 0.9104 0.9160 0.9351
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 0.9475 0.9327 0.0148 1.6% 0.0084 0.9% 51% False True 344
10 0.9755 0.9327 0.0428 4.6% 0.0093 1.0% 18% False True 325
20 0.9775 0.9327 0.0448 4.8% 0.0085 0.9% 17% False True 290
40 0.9775 0.9318 0.0457 4.9% 0.0075 0.8% 18% False False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9815
2.618 0.9663
1.618 0.9570
1.000 0.9513
0.618 0.9477
HIGH 0.9420
0.618 0.9384
0.500 0.9374
0.382 0.9363
LOW 0.9327
0.618 0.9270
1.000 0.9234
1.618 0.9177
2.618 0.9084
4.250 0.8932
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 0.9393 0.9397
PP 0.9383 0.9392
S1 0.9374 0.9388

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

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