CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 0.9873 0.9893 0.0020 0.2% 0.9760
High 0.9873 0.9950 0.0077 0.8% 0.9903
Low 0.9873 0.9893 0.0020 0.2% 0.9760
Close 0.9873 0.9944 0.0071 0.7% 0.9873
Range 0.0000 0.0057 0.0057 0.0143
ATR 0.0050 0.0052 0.0002 3.8% 0.0000
Volume 404 404 0 0.0% 510
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0100 1.0079 0.9975
R3 1.0043 1.0022 0.9960
R2 0.9986 0.9986 0.9954
R1 0.9965 0.9965 0.9949 0.9976
PP 0.9929 0.9929 0.9929 0.9934
S1 0.9908 0.9908 0.9939 0.9919
S2 0.9872 0.9872 0.9934
S3 0.9815 0.9851 0.9928
S4 0.9758 0.9794 0.9913
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0274 1.0217 0.9952
R3 1.0131 1.0074 0.9912
R2 0.9988 0.9988 0.9899
R1 0.9931 0.9931 0.9886 0.9960
PP 0.9845 0.9845 0.9845 0.9860
S1 0.9788 0.9788 0.9860 0.9817
S2 0.9702 0.9702 0.9847
S3 0.9559 0.9645 0.9834
S4 0.9416 0.9502 0.9794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9765 0.0185 1.9% 0.0041 0.4% 97% True False 176
10 0.9950 0.9694 0.0256 2.6% 0.0031 0.3% 98% True False 106
20 0.9950 0.9679 0.0271 2.7% 0.0036 0.4% 98% True False 67
40 0.9950 0.9301 0.0649 6.5% 0.0025 0.3% 99% True False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0192
2.618 1.0099
1.618 1.0042
1.000 1.0007
0.618 0.9985
HIGH 0.9950
0.618 0.9928
0.500 0.9922
0.382 0.9915
LOW 0.9893
0.618 0.9858
1.000 0.9836
1.618 0.9801
2.618 0.9744
4.250 0.9651
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 0.9937 0.9925
PP 0.9929 0.9907
S1 0.9922 0.9888

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

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