CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 0.9510 0.9508 -0.0002 0.0% 0.9321
High 0.9520 0.9555 0.0035 0.4% 0.9540
Low 0.9456 0.9508 0.0052 0.5% 0.9300
Close 0.9515 0.9541 0.0026 0.3% 0.9515
Range 0.0064 0.0047 -0.0017 -26.6% 0.0240
ATR 0.0090 0.0087 -0.0003 -3.4% 0.0000
Volume 747 392 -355 -47.5% 2,637
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9676 0.9655 0.9567
R3 0.9629 0.9608 0.9554
R2 0.9582 0.9582 0.9550
R1 0.9561 0.9561 0.9545 0.9572
PP 0.9535 0.9535 0.9535 0.9540
S1 0.9514 0.9514 0.9537 0.9525
S2 0.9488 0.9488 0.9532
S3 0.9441 0.9467 0.9528
S4 0.9394 0.9420 0.9515
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0172 1.0083 0.9647
R3 0.9932 0.9843 0.9581
R2 0.9692 0.9692 0.9559
R1 0.9603 0.9603 0.9537 0.9648
PP 0.9452 0.9452 0.9452 0.9474
S1 0.9363 0.9363 0.9493 0.9408
S2 0.9212 0.9212 0.9471
S3 0.8972 0.9123 0.9449
S4 0.8732 0.8883 0.9383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9555 0.9300 0.0255 2.7% 0.0083 0.9% 95% True False 503
10 0.9555 0.9276 0.0279 2.9% 0.0088 0.9% 95% True False 448
20 0.9755 0.9276 0.0479 5.0% 0.0090 0.9% 55% False False 386
40 0.9775 0.9276 0.0499 5.2% 0.0083 0.9% 53% False False 280
60 0.9775 0.9276 0.0499 5.2% 0.0072 0.8% 53% False False 209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 0.9755
2.618 0.9678
1.618 0.9631
1.000 0.9602
0.618 0.9584
HIGH 0.9555
0.618 0.9537
0.500 0.9532
0.382 0.9526
LOW 0.9508
0.618 0.9479
1.000 0.9461
1.618 0.9432
2.618 0.9385
4.250 0.9308
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 0.9538 0.9521
PP 0.9535 0.9501
S1 0.9532 0.9481

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

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