CME Canadian Dollar Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 0.9574 0.9554 -0.0020 -0.2% 0.9321
High 0.9602 0.9615 0.0013 0.1% 0.9540
Low 0.9550 0.9524 -0.0026 -0.3% 0.9300
Close 0.9572 0.9614 0.0042 0.4% 0.9515
Range 0.0052 0.0091 0.0039 75.0% 0.0240
ATR 0.0085 0.0085 0.0000 0.5% 0.0000
Volume 815 441 -374 -45.9% 2,637
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9857 0.9827 0.9664
R3 0.9766 0.9736 0.9639
R2 0.9675 0.9675 0.9631
R1 0.9645 0.9645 0.9622 0.9660
PP 0.9584 0.9584 0.9584 0.9592
S1 0.9554 0.9554 0.9606 0.9569
S2 0.9493 0.9493 0.9597
S3 0.9402 0.9463 0.9589
S4 0.9311 0.9372 0.9564
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 0.9615 0.9456 0.0159 1.7% 0.0070 0.7% 99% True False 557
10 0.9615 0.9276 0.0339 3.5% 0.0085 0.9% 100% True False 527
20 0.9615 0.9276 0.0339 3.5% 0.0086 0.9% 100% True False 439
40 0.9775 0.9276 0.0499 5.2% 0.0082 0.9% 68% False False 315
60 0.9775 0.9276 0.0499 5.2% 0.0074 0.8% 68% False False 234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0002
2.618 0.9853
1.618 0.9762
1.000 0.9706
0.618 0.9671
HIGH 0.9615
0.618 0.9580
0.500 0.9570
0.382 0.9559
LOW 0.9524
0.618 0.9468
1.000 0.9433
1.618 0.9377
2.618 0.9286
4.250 0.9137
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 0.9599 0.9597
PP 0.9584 0.9579
S1 0.9570 0.9562

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

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