CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 0.9990 0.9976 -0.0014 -0.1% 0.9846
High 1.0020 1.0017 -0.0003 0.0% 1.0054
Low 0.9951 0.9929 -0.0022 -0.2% 0.9790
Close 0.9997 0.9989 -0.0008 -0.1% 0.9989
Range 0.0069 0.0088 0.0019 27.5% 0.0264
ATR 0.0080 0.0081 0.0001 0.7% 0.0000
Volume 610 377 -233 -38.2% 5,711
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0242 1.0204 1.0037
R3 1.0154 1.0116 1.0013
R2 1.0066 1.0066 1.0005
R1 1.0028 1.0028 0.9997 1.0047
PP 0.9978 0.9978 0.9978 0.9988
S1 0.9940 0.9940 0.9981 0.9959
S2 0.9890 0.9890 0.9973
S3 0.9802 0.9852 0.9965
S4 0.9714 0.9764 0.9941
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0736 1.0627 1.0134
R3 1.0472 1.0363 1.0062
R2 1.0208 1.0208 1.0037
R1 1.0099 1.0099 1.0013 1.0154
PP 0.9944 0.9944 0.9944 0.9972
S1 0.9835 0.9835 0.9965 0.9890
S2 0.9680 0.9680 0.9941
S3 0.9416 0.9571 0.9916
S4 0.9152 0.9307 0.9844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0054 0.9790 0.0264 2.6% 0.0093 0.9% 75% False False 1,142
10 1.0054 0.9790 0.0264 2.6% 0.0085 0.9% 75% False False 729
20 1.0054 0.9760 0.0294 2.9% 0.0076 0.8% 78% False False 469
40 1.0054 0.9470 0.0584 5.8% 0.0073 0.7% 89% False False 318
60 1.0054 0.9288 0.0766 7.7% 0.0064 0.6% 92% False False 218
80 1.0054 0.9288 0.0766 7.7% 0.0055 0.6% 92% False False 169
100 1.0054 0.9288 0.0766 7.7% 0.0047 0.5% 92% False False 140
120 1.0054 0.9255 0.0799 8.0% 0.0042 0.4% 92% False False 117
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0391
2.618 1.0247
1.618 1.0159
1.000 1.0105
0.618 1.0071
HIGH 1.0017
0.618 0.9983
0.500 0.9973
0.382 0.9963
LOW 0.9929
0.618 0.9875
1.000 0.9841
1.618 0.9787
2.618 0.9699
4.250 0.9555
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 0.9984 0.9992
PP 0.9978 0.9991
S1 0.9973 0.9990

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

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