CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 0.9885 0.9840 -0.0045 -0.5% 0.9808
High 0.9899 0.9880 -0.0019 -0.2% 1.0012
Low 0.9796 0.9800 0.0004 0.0% 0.9775
Close 0.9829 0.9894 0.0065 0.7% 0.9967
Range 0.0103 0.0080 -0.0023 -22.3% 0.0237
ATR 0.0063 0.0064 0.0001 1.9% 0.0000
Volume 1 120 119 11,900.0% 359
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0098 1.0076 0.9938
R3 1.0018 0.9996 0.9916
R2 0.9938 0.9938 0.9909
R1 0.9916 0.9916 0.9901 0.9927
PP 0.9858 0.9858 0.9858 0.9864
S1 0.9836 0.9836 0.9887 0.9847
S2 0.9778 0.9778 0.9879
S3 0.9698 0.9756 0.9872
S4 0.9618 0.9676 0.9850
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 0.9977 0.9796 0.0181 1.8% 0.0051 0.5% 54% False False 46
10 1.0012 0.9775 0.0237 2.4% 0.0068 0.7% 50% False False 58
20 1.0012 0.9775 0.0237 2.4% 0.0054 0.5% 50% False False 86
40 1.0012 0.9679 0.0333 3.4% 0.0042 0.4% 65% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0089
1.618 1.0009
1.000 0.9960
0.618 0.9929
HIGH 0.9880
0.618 0.9849
0.500 0.9840
0.382 0.9831
LOW 0.9800
0.618 0.9751
1.000 0.9720
1.618 0.9671
2.618 0.9591
4.250 0.9460
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 0.9876 0.9888
PP 0.9858 0.9882
S1 0.9840 0.9877

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

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