CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 0.9551 0.9606 0.0055 0.6% 0.9345
High 0.9551 0.9606 0.0055 0.6% 0.9485
Low 0.9547 0.9606 0.0059 0.6% 0.9301
Close 0.9564 0.9606 0.0042 0.4% 0.9507
Range 0.0004 0.0000 -0.0004 -100.0% 0.0184
ATR
Volume 1 3 2 200.0% 229
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9606 0.9606 0.9606
R3 0.9606 0.9606 0.9606
R2 0.9606 0.9606 0.9606
R1 0.9606 0.9606 0.9606 0.9606
PP 0.9606 0.9606 0.9606 0.9606
S1 0.9606 0.9606 0.9606 0.9606
S2 0.9606 0.9606 0.9606
S3 0.9606 0.9606 0.9606
S4 0.9606 0.9606 0.9606
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9983 0.9929 0.9608
R3 0.9799 0.9745 0.9558
R2 0.9615 0.9615 0.9541
R1 0.9561 0.9561 0.9524 0.9588
PP 0.9431 0.9431 0.9431 0.9445
S1 0.9377 0.9377 0.9490 0.9404
S2 0.9247 0.9247 0.9473
S3 0.9063 0.9193 0.9456
S4 0.8879 0.9009 0.9406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9606 0.9485 0.0121 1.3% 0.0001 0.0% 100% True False 11
10 0.9606 0.9297 0.0309 3.2% 0.0014 0.1% 100% True False 27
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9606
2.618 0.9606
1.618 0.9606
1.000 0.9606
0.618 0.9606
HIGH 0.9606
0.618 0.9606
0.500 0.9606
0.382 0.9606
LOW 0.9606
0.618 0.9606
1.000 0.9606
1.618 0.9606
2.618 0.9606
4.250 0.9606
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 0.9606 0.9596
PP 0.9606 0.9586
S1 0.9606 0.9577

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

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