CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 0.9998 0.9990 -0.0008 -0.1% 0.9846
High 1.0018 0.9990 -0.0028 -0.3% 1.0054
Low 0.9972 0.9815 -0.0157 -1.6% 0.9790
Close 0.9974 0.9850 -0.0124 -1.2% 0.9989
Range 0.0046 0.0175 0.0129 280.4% 0.0264
ATR 0.0078 0.0085 0.0007 8.8% 0.0000
Volume 628 105 -523 -83.3% 5,711
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0410 1.0305 0.9946
R3 1.0235 1.0130 0.9898
R2 1.0060 1.0060 0.9882
R1 0.9955 0.9955 0.9866 0.9920
PP 0.9885 0.9885 0.9885 0.9868
S1 0.9780 0.9780 0.9834 0.9745
S2 0.9710 0.9710 0.9818
S3 0.9535 0.9605 0.9802
S4 0.9360 0.9430 0.9754
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 0.9815 0.0239 2.4% 0.0091 0.9% 15% False True 1,009
10 1.0054 0.9790 0.0264 2.7% 0.0095 1.0% 23% False False 717
20 1.0054 0.9790 0.0264 2.7% 0.0081 0.8% 23% False False 474
40 1.0054 0.9665 0.0389 3.9% 0.0073 0.7% 48% False False 332
60 1.0054 0.9288 0.0766 7.8% 0.0065 0.7% 73% False False 229
80 1.0054 0.9288 0.0766 7.8% 0.0058 0.6% 73% False False 177
100 1.0054 0.9288 0.0766 7.8% 0.0050 0.5% 73% False False 147
120 1.0054 0.9278 0.0776 7.9% 0.0044 0.4% 74% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 1.0734
2.618 1.0448
1.618 1.0273
1.000 1.0165
0.618 1.0098
HIGH 0.9990
0.618 0.9923
0.500 0.9903
0.382 0.9882
LOW 0.9815
0.618 0.9707
1.000 0.9640
1.618 0.9532
2.618 0.9357
4.250 0.9071
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 0.9903 0.9917
PP 0.9885 0.9894
S1 0.9868 0.9872

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

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