CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 0.9573 0.9584 0.0011 0.1% 0.9485
High 0.9596 0.9584 -0.0012 -0.1% 0.9606
Low 0.9573 0.9584 0.0011 0.1% 0.9485
Close 0.9602 0.9591 -0.0011 -0.1% 0.9602
Range 0.0023 0.0000 -0.0023 -100.0% 0.0121
ATR
Volume 30 33 3 10.0% 56
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9586 0.9589 0.9591
R3 0.9586 0.9589 0.9591
R2 0.9586 0.9586 0.9591
R1 0.9589 0.9589 0.9591 0.9588
PP 0.9586 0.9586 0.9586 0.9586
S1 0.9589 0.9589 0.9591 0.9588
S2 0.9586 0.9586 0.9591
S3 0.9586 0.9589 0.9591
S4 0.9586 0.9589 0.9591
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9927 0.9886 0.9669
R3 0.9806 0.9765 0.9635
R2 0.9685 0.9685 0.9624
R1 0.9644 0.9644 0.9613 0.9665
PP 0.9564 0.9564 0.9564 0.9575
S1 0.9523 0.9523 0.9591 0.9544
S2 0.9443 0.9443 0.9580
S3 0.9322 0.9402 0.9569
S4 0.9201 0.9281 0.9535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9606 0.9547 0.0059 0.6% 0.0005 0.1% 75% False False 15
10 0.9606 0.9301 0.0305 3.2% 0.0011 0.1% 95% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9584
2.618 0.9584
1.618 0.9584
1.000 0.9584
0.618 0.9584
HIGH 0.9584
0.618 0.9584
0.500 0.9584
0.382 0.9584
LOW 0.9584
0.618 0.9584
1.000 0.9584
1.618 0.9584
2.618 0.9584
4.250 0.9584
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 0.9589 0.9591
PP 0.9586 0.9590
S1 0.9584 0.9590

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

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