CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 0.9965 0.9932 -0.0033 -0.3% 0.9808
High 0.9977 0.9968 -0.0009 -0.1% 1.0012
Low 0.9950 0.9925 -0.0025 -0.3% 0.9775
Close 0.9974 0.9967 -0.0007 -0.1% 0.9967
Range 0.0027 0.0043 0.0016 59.3% 0.0237
ATR 0.0060 0.0059 -0.0001 -1.3% 0.0000
Volume 61 28 -33 -54.1% 359
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0082 1.0068 0.9991
R3 1.0039 1.0025 0.9979
R2 0.9996 0.9996 0.9975
R1 0.9982 0.9982 0.9971 0.9989
PP 0.9953 0.9953 0.9953 0.9957
S1 0.9939 0.9939 0.9963 0.9946
S2 0.9910 0.9910 0.9959
S3 0.9867 0.9896 0.9955
S4 0.9824 0.9853 0.9943
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0629 1.0535 1.0097
R3 1.0392 1.0298 1.0032
R2 1.0155 1.0155 1.0010
R1 1.0061 1.0061 0.9989 1.0108
PP 0.9918 0.9918 0.9918 0.9942
S1 0.9824 0.9824 0.9945 0.9871
S2 0.9681 0.9681 0.9924
S3 0.9444 0.9587 0.9902
S4 0.9207 0.9350 0.9837
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% 0.0065 0.7% 81% False False 71
10 1.0012 0.9775 0.0237 2.4% 0.0057 0.6% 81% False False 59
20 1.0012 0.9760 0.0252 2.5% 0.0048 0.5% 82% False False 81
40 1.0012 0.9465 0.0547 5.5% 0.0039 0.4% 92% False False 54
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 1.0081
1.618 1.0038
1.000 1.0011
0.618 0.9995
HIGH 0.9968
0.618 0.9952
0.500 0.9947
0.382 0.9941
LOW 0.9925
0.618 0.9898
1.000 0.9882
1.618 0.9855
2.618 0.9812
4.250 0.9742
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 0.9960 0.9969
PP 0.9953 0.9968
S1 0.9947 0.9968

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

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