CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 0.9960 0.9975 0.0015 0.2% 0.9897
High 0.9980 1.0037 0.0057 0.6% 1.0010
Low 0.9926 0.9975 0.0049 0.5% 0.9891
Close 0.9966 0.9996 0.0030 0.3% 0.9941
Range 0.0054 0.0062 0.0008 14.8% 0.0119
ATR 0.0072 0.0072 0.0000 -0.1% 0.0000
Volume 166 350 184 110.8% 922
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0189 1.0154 1.0030
R3 1.0127 1.0092 1.0013
R2 1.0065 1.0065 1.0007
R1 1.0030 1.0030 1.0002 1.0048
PP 1.0003 1.0003 1.0003 1.0011
S1 0.9968 0.9968 0.9990 0.9986
S2 0.9941 0.9941 0.9985
S3 0.9879 0.9906 0.9979
S4 0.9817 0.9844 0.9962
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0304 1.0242 1.0006
R3 1.0185 1.0123 0.9974
R2 1.0066 1.0066 0.9963
R1 1.0004 1.0004 0.9952 1.0035
PP 0.9947 0.9947 0.9947 0.9963
S1 0.9885 0.9885 0.9930 0.9916
S2 0.9828 0.9828 0.9919
S3 0.9709 0.9766 0.9908
S4 0.9590 0.9647 0.9876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0037 0.9891 0.0146 1.5% 0.0070 0.7% 72% True False 357
10 1.0037 0.9839 0.0198 2.0% 0.0068 0.7% 79% True False 254
20 1.0037 0.9701 0.0336 3.4% 0.0070 0.7% 88% True False 265
40 1.0037 0.9365 0.0672 6.7% 0.0067 0.7% 94% True False 169
60 1.0037 0.9288 0.0749 7.5% 0.0057 0.6% 95% True False 120
80 1.0037 0.9288 0.0749 7.5% 0.0049 0.5% 95% True False 94
100 1.0037 0.9288 0.0749 7.5% 0.0043 0.4% 95% True False 79
120 1.0037 0.9255 0.0782 7.8% 0.0038 0.4% 95% True False 67
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0301
2.618 1.0199
1.618 1.0137
1.000 1.0099
0.618 1.0075
HIGH 1.0037
0.618 1.0013
0.500 1.0006
0.382 0.9999
LOW 0.9975
0.618 0.9937
1.000 0.9913
1.618 0.9875
2.618 0.9813
4.250 0.9712
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 1.0006 0.9988
PP 1.0003 0.9979
S1 0.9999 0.9971

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

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