CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 0.9942 0.9995 0.0053 0.5% 0.9893
High 0.9952 1.0009 0.0057 0.6% 0.9985
Low 0.9929 0.9983 0.0054 0.5% 0.9886
Close 0.9948 0.9977 0.0029 0.3% 0.9925
Range 0.0023 0.0026 0.0003 13.0% 0.0099
ATR 0.0048 0.0049 0.0001 1.9% 0.0000
Volume 108 22 -86 -79.6% 524
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0068 1.0048 0.9991
R3 1.0042 1.0022 0.9984
R2 1.0016 1.0016 0.9982
R1 0.9996 0.9996 0.9979 0.9993
PP 0.9990 0.9990 0.9990 0.9988
S1 0.9970 0.9970 0.9975 0.9967
S2 0.9964 0.9964 0.9972
S3 0.9938 0.9944 0.9970
S4 0.9912 0.9918 0.9963
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 1.0009 0.9886 0.0123 1.2% 0.0040 0.4% 74% True False 35
10 1.0009 0.9826 0.0183 1.8% 0.0040 0.4% 83% True False 113
20 1.0009 0.9694 0.0315 3.2% 0.0039 0.4% 90% True False 76
40 1.0009 0.9363 0.0646 6.5% 0.0030 0.3% 95% True False 48
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0120
2.618 1.0077
1.618 1.0051
1.000 1.0035
0.618 1.0025
HIGH 1.0009
0.618 0.9999
0.500 0.9996
0.382 0.9993
LOW 0.9983
0.618 0.9967
1.000 0.9957
1.618 0.9941
2.618 0.9915
4.250 0.9873
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 0.9996 0.9969
PP 0.9990 0.9960
S1 0.9983 0.9952

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

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