CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 0.9995 0.9994 -0.0001 0.0% 0.9893
High 1.0009 0.9995 -0.0014 -0.1% 0.9985
Low 0.9983 0.9940 -0.0043 -0.4% 0.9886
Close 0.9977 0.9948 -0.0029 -0.3% 0.9925
Range 0.0026 0.0055 0.0029 111.5% 0.0099
ATR 0.0049 0.0050 0.0000 0.8% 0.0000
Volume 22 48 26 118.2% 524
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0126 1.0092 0.9978
R3 1.0071 1.0037 0.9963
R2 1.0016 1.0016 0.9958
R1 0.9982 0.9982 0.9953 0.9972
PP 0.9961 0.9961 0.9961 0.9956
S1 0.9927 0.9927 0.9943 0.9917
S2 0.9906 0.9906 0.9938
S3 0.9851 0.9872 0.9933
S4 0.9796 0.9817 0.9918
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 0.9895 0.0114 1.1% 0.0037 0.4% 46% False False 42
10 1.0009 0.9873 0.0136 1.4% 0.0038 0.4% 55% False False 113
20 1.0009 0.9694 0.0315 3.2% 0.0039 0.4% 81% False False 78
40 1.0009 0.9363 0.0646 6.5% 0.0031 0.3% 91% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0229
2.618 1.0139
1.618 1.0084
1.000 1.0050
0.618 1.0029
HIGH 0.9995
0.618 0.9974
0.500 0.9968
0.382 0.9961
LOW 0.9940
0.618 0.9906
1.000 0.9885
1.618 0.9851
2.618 0.9796
4.250 0.9706
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 0.9968 0.9969
PP 0.9961 0.9962
S1 0.9955 0.9955

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

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