CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 0.9830 0.9999 0.0169 1.7% 0.9897
High 0.9991 1.0012 0.0021 0.2% 1.0009
Low 0.9830 0.9959 0.0129 1.3% 0.9814
Close 0.9983 0.9961 -0.0022 -0.2% 0.9827
Range 0.0161 0.0053 -0.0108 -67.1% 0.0195
ATR 0.0063 0.0063 -0.0001 -1.2% 0.0000
Volume 84 62 -22 -26.2% 238
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0136 1.0102 0.9990
R3 1.0083 1.0049 0.9976
R2 1.0030 1.0030 0.9971
R1 0.9996 0.9996 0.9966 0.9987
PP 0.9977 0.9977 0.9977 0.9973
S1 0.9943 0.9943 0.9956 0.9934
S2 0.9924 0.9924 0.9951
S3 0.9871 0.9890 0.9946
S4 0.9818 0.9837 0.9932
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 1.0012 0.9775 0.0237 2.4% 0.0085 0.8% 78% True False 70
10 1.0012 0.9775 0.0237 2.4% 0.0062 0.6% 78% True False 53
20 1.0012 0.9694 0.0318 3.2% 0.0048 0.5% 84% True False 77
40 1.0012 0.9363 0.0649 6.5% 0.0039 0.4% 92% True False 55
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 False
Bull Hook True
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0237
2.618 1.0151
1.618 1.0098
1.000 1.0065
0.618 1.0045
HIGH 1.0012
0.618 0.9992
0.500 0.9986
0.382 0.9979
LOW 0.9959
0.618 0.9926
1.000 0.9906
1.618 0.9873
2.618 0.9820
4.250 0.9734
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 0.9986 0.9939
PP 0.9977 0.9916
S1 0.9969 0.9894

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

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