CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 29-Apr-2010
Day Change Summary
Previous Current
28-Apr-2010 29-Apr-2010 Change Change % Previous Week
Open 0.9840 0.9955 0.0115 1.2% 0.9808
High 0.9880 0.9955 0.0075 0.8% 1.0012
Low 0.9800 0.9904 0.0104 1.1% 0.9775
Close 0.9894 0.9911 0.0017 0.2% 0.9967
Range 0.0080 0.0051 -0.0029 -36.3% 0.0237
ATR 0.0064 0.0064 0.0000 -0.3% 0.0000
Volume 120 55 -65 -54.2% 359
Daily Pivots for day following 29-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0076 1.0045 0.9939
R3 1.0025 0.9994 0.9925
R2 0.9974 0.9974 0.9920
R1 0.9943 0.9943 0.9916 0.9933
PP 0.9923 0.9923 0.9923 0.9919
S1 0.9892 0.9892 0.9906 0.9882
S2 0.9872 0.9872 0.9902
S3 0.9821 0.9841 0.9897
S4 0.9770 0.9790 0.9883
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 0.9968 0.9796 0.0172 1.7% 0.0055 0.6% 67% False False 45
10 1.0012 0.9775 0.0237 2.4% 0.0067 0.7% 57% False False 59
20 1.0012 0.9775 0.0237 2.4% 0.0053 0.5% 57% False False 86
40 1.0012 0.9679 0.0333 3.4% 0.0044 0.4% 70% False False 57
60 1.0012 0.9297 0.0715 7.2% 0.0034 0.3% 86% False False 47
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 False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0172
2.618 1.0089
1.618 1.0038
1.000 1.0006
0.618 0.9987
HIGH 0.9955
0.618 0.9936
0.500 0.9930
0.382 0.9923
LOW 0.9904
0.618 0.9872
1.000 0.9853
1.618 0.9821
2.618 0.9770
4.250 0.9687
Fisher Pivots for day following 29-Apr-2010
Pivot 1 day 3 day
R1 0.9930 0.9899
PP 0.9923 0.9887
S1 0.9917 0.9876

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

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