CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 0.9808 0.9784 -0.0024 -0.2% 0.9657
High 0.9880 0.9784 -0.0096 -1.0% 0.9880
Low 0.9798 0.9632 -0.0166 -1.7% 0.9630
Close 0.9824 0.9687 -0.0137 -1.4% 0.9687
Range 0.0082 0.0152 0.0070 85.4% 0.0250
ATR 0.0128 0.0132 0.0005 3.6% 0.0000
Volume 769 3,044 2,275 295.8% 6,696
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0157 1.0074 0.9771
R3 1.0005 0.9922 0.9729
R2 0.9853 0.9853 0.9715
R1 0.9770 0.9770 0.9701 0.9736
PP 0.9701 0.9701 0.9701 0.9684
S1 0.9618 0.9618 0.9673 0.9584
S2 0.9549 0.9549 0.9659
S3 0.9397 0.9466 0.9645
S4 0.9245 0.9314 0.9603
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0482 1.0335 0.9825
R3 1.0232 1.0085 0.9756
R2 0.9982 0.9982 0.9733
R1 0.9835 0.9835 0.9710 0.9909
PP 0.9732 0.9732 0.9732 0.9769
S1 0.9585 0.9585 0.9664 0.9659
S2 0.9482 0.9482 0.9641
S3 0.9232 0.9335 0.9618
S4 0.8982 0.9085 0.9550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9880 0.9630 0.0250 2.6% 0.0121 1.2% 23% False False 1,339
10 0.9893 0.9291 0.0602 6.2% 0.0156 1.6% 66% False False 1,038
20 1.0054 0.9291 0.0763 7.9% 0.0130 1.3% 52% False False 925
40 1.0054 0.9291 0.0763 7.9% 0.0101 1.0% 52% False False 581
60 1.0054 0.9291 0.0763 7.9% 0.0089 0.9% 52% False False 427
80 1.0054 0.9288 0.0766 7.9% 0.0077 0.8% 52% False False 325
100 1.0054 0.9288 0.0766 7.9% 0.0066 0.7% 52% False False 264
120 1.0054 0.9288 0.0766 7.9% 0.0059 0.6% 52% False False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0430
2.618 1.0182
1.618 1.0030
1.000 0.9936
0.618 0.9878
HIGH 0.9784
0.618 0.9726
0.500 0.9708
0.382 0.9690
LOW 0.9632
0.618 0.9538
1.000 0.9480
1.618 0.9386
2.618 0.9234
4.250 0.8986
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 0.9708 0.9756
PP 0.9701 0.9733
S1 0.9694 0.9710

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

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