CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 0.9965 0.9897 -0.0068 -0.7% 0.9893
High 0.9965 0.9925 -0.0040 -0.4% 0.9985
Low 0.9912 0.9895 -0.0017 -0.2% 0.9886
Close 0.9925 0.9942 0.0017 0.2% 0.9925
Range 0.0053 0.0030 -0.0023 -43.4% 0.0099
ATR 0.0052 0.0050 -0.0002 -3.0% 0.0000
Volume 11 24 13 118.2% 524
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0011 1.0006 0.9959
R3 0.9981 0.9976 0.9950
R2 0.9951 0.9951 0.9948
R1 0.9946 0.9946 0.9945 0.9949
PP 0.9921 0.9921 0.9921 0.9922
S1 0.9916 0.9916 0.9939 0.9919
S2 0.9891 0.9891 0.9937
S3 0.9861 0.9886 0.9934
S4 0.9831 0.9856 0.9926
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0229 1.0176 0.9979
R3 1.0130 1.0077 0.9952
R2 1.0031 1.0031 0.9943
R1 0.9978 0.9978 0.9934 1.0005
PP 0.9932 0.9932 0.9932 0.9945
S1 0.9879 0.9879 0.9916 0.9906
S2 0.9833 0.9833 0.9907
S3 0.9734 0.9780 0.9898
S4 0.9635 0.9681 0.9871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9985 0.9886 0.0099 1.0% 0.0043 0.4% 57% False False 28
10 0.9985 0.9765 0.0220 2.2% 0.0042 0.4% 80% False False 102
20 0.9985 0.9694 0.0291 2.9% 0.0040 0.4% 85% False False 70
40 0.9985 0.9363 0.0622 6.3% 0.0029 0.3% 93% False False 45
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0053
2.618 1.0004
1.618 0.9974
1.000 0.9955
0.618 0.9944
HIGH 0.9925
0.618 0.9914
0.500 0.9910
0.382 0.9906
LOW 0.9895
0.618 0.9876
1.000 0.9865
1.618 0.9846
2.618 0.9816
4.250 0.9768
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 0.9931 0.9937
PP 0.9921 0.9931
S1 0.9910 0.9926

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

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