CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 0.9667 0.9746 0.0079 0.8% 0.9427
High 0.9757 0.9775 0.0018 0.2% 0.9715
Low 0.9645 0.9680 0.0035 0.4% 0.9357
Close 0.9739 0.9758 0.0019 0.2% 0.9635
Range 0.0112 0.0095 -0.0017 -15.2% 0.0358
ATR 0.0143 0.0140 -0.0003 -2.4% 0.0000
Volume 76,360 69,948 -6,412 -8.4% 147,921
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0023 0.9985 0.9810
R3 0.9928 0.9890 0.9784
R2 0.9833 0.9833 0.9775
R1 0.9795 0.9795 0.9767 0.9814
PP 0.9738 0.9738 0.9738 0.9747
S1 0.9700 0.9700 0.9749 0.9719
S2 0.9643 0.9643 0.9741
S3 0.9548 0.9605 0.9732
S4 0.9453 0.9510 0.9706
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0643 1.0497 0.9832
R3 1.0285 1.0139 0.9733
R2 0.9927 0.9927 0.9701
R1 0.9781 0.9781 0.9668 0.9854
PP 0.9569 0.9569 0.9569 0.9606
S1 0.9423 0.9423 0.9602 0.9496
S2 0.9211 0.9211 0.9569
S3 0.8853 0.9065 0.9537
S4 0.8495 0.8707 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9775 0.9560 0.0215 2.2% 0.0118 1.2% 92% True False 62,090
10 0.9775 0.9357 0.0418 4.3% 0.0137 1.4% 96% True False 38,217
20 0.9775 0.9222 0.0553 5.7% 0.0148 1.5% 97% True False 20,216
40 1.0054 0.9222 0.0832 8.5% 0.0140 1.4% 64% False False 10,591
60 1.0054 0.9222 0.0832 8.5% 0.0119 1.2% 64% False False 7,153
80 1.0054 0.9222 0.0832 8.5% 0.0105 1.1% 64% False False 5,401
100 1.0054 0.9222 0.0832 8.5% 0.0093 1.0% 64% False False 4,325
120 1.0054 0.9222 0.0832 8.5% 0.0082 0.8% 64% False False 3,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0179
2.618 1.0024
1.618 0.9929
1.000 0.9870
0.618 0.9834
HIGH 0.9775
0.618 0.9739
0.500 0.9728
0.382 0.9716
LOW 0.9680
0.618 0.9621
1.000 0.9585
1.618 0.9526
2.618 0.9431
4.250 0.9276
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 0.9748 0.9740
PP 0.9738 0.9723
S1 0.9728 0.9705

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

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