CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 0.9808 0.9830 0.0022 0.2% 0.9897
High 0.9815 0.9991 0.0176 1.8% 1.0009
Low 0.9775 0.9830 0.0055 0.6% 0.9814
Close 0.9826 0.9983 0.0157 1.6% 0.9827
Range 0.0040 0.0161 0.0121 302.5% 0.0195
ATR 0.0055 0.0063 0.0008 14.1% 0.0000
Volume 124 84 -40 -32.3% 238
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0418 1.0361 1.0072
R3 1.0257 1.0200 1.0027
R2 1.0096 1.0096 1.0013
R1 1.0039 1.0039 0.9998 1.0068
PP 0.9935 0.9935 0.9935 0.9949
S1 0.9878 0.9878 0.9968 0.9907
S2 0.9774 0.9774 0.9953
S3 0.9613 0.9717 0.9939
S4 0.9452 0.9556 0.9894
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0468 1.0343 0.9934
R3 1.0273 1.0148 0.9881
R2 1.0078 1.0078 0.9863
R1 0.9953 0.9953 0.9845 0.9918
PP 0.9883 0.9883 0.9883 0.9866
S1 0.9758 0.9758 0.9809 0.9723
S2 0.9688 0.9688 0.9791
S3 0.9493 0.9563 0.9773
S4 0.9298 0.9368 0.9720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0009 0.9775 0.0234 2.3% 0.0079 0.8% 89% False False 62
10 1.0009 0.9775 0.0234 2.3% 0.0059 0.6% 89% False False 53
20 1.0009 0.9694 0.0315 3.2% 0.0047 0.5% 92% False False 75
40 1.0009 0.9363 0.0646 6.5% 0.0037 0.4% 96% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 54 trading days
Fibonacci Retracements and Extensions
4.250 1.0675
2.618 1.0412
1.618 1.0251
1.000 1.0152
0.618 1.0090
HIGH 0.9991
0.618 0.9929
0.500 0.9911
0.382 0.9892
LOW 0.9830
0.618 0.9731
1.000 0.9669
1.618 0.9570
2.618 0.9409
4.250 0.9146
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 0.9959 0.9950
PP 0.9935 0.9916
S1 0.9911 0.9883

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

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