CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 0.9932 0.9957 0.0025 0.3% 0.9808
High 0.9968 0.9957 -0.0011 -0.1% 1.0012
Low 0.9925 0.9957 0.0032 0.3% 0.9775
Close 0.9967 0.9952 -0.0015 -0.2% 0.9967
Range 0.0043 0.0000 -0.0043 -100.0% 0.0237
ATR 0.0059 0.0056 -0.0004 -5.9% 0.0000
Volume 28 24 -4 -14.3% 359
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9955 0.9954 0.9952
R3 0.9955 0.9954 0.9952
R2 0.9955 0.9955 0.9952
R1 0.9954 0.9954 0.9952 0.9955
PP 0.9955 0.9955 0.9955 0.9956
S1 0.9954 0.9954 0.9952 0.9955
S2 0.9955 0.9955 0.9952
S3 0.9955 0.9954 0.9952
S4 0.9955 0.9954 0.9952
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 0.9830 0.0182 1.8% 0.0057 0.6% 67% False False 51
10 1.0012 0.9775 0.0237 2.4% 0.0054 0.5% 75% False False 59
20 1.0012 0.9765 0.0247 2.5% 0.0048 0.5% 76% False False 81
40 1.0012 0.9620 0.0392 3.9% 0.0039 0.4% 85% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9957
2.618 0.9957
1.618 0.9957
1.000 0.9957
0.618 0.9957
HIGH 0.9957
0.618 0.9957
0.500 0.9957
0.382 0.9957
LOW 0.9957
0.618 0.9957
1.000 0.9957
1.618 0.9957
2.618 0.9957
4.250 0.9957
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 0.9957 0.9952
PP 0.9955 0.9951
S1 0.9954 0.9951

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

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