CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 0.9780 0.9847 0.0067 0.7% 0.9800
High 0.9826 0.9847 0.0021 0.2% 0.9858
Low 0.9776 0.9826 0.0050 0.5% 0.9302
Close 0.9786 0.9808 0.0022 0.2% 0.9585
Range 0.0050 0.0021 -0.0029 -58.0% 0.0556
ATR 0.0106 0.0102 -0.0003 -3.0% 0.0000
Volume 12 31 19 158.3% 351
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 0.9890 0.9870 0.9820
R3 0.9869 0.9849 0.9814
R2 0.9848 0.9848 0.9812
R1 0.9828 0.9828 0.9810 0.9828
PP 0.9827 0.9827 0.9827 0.9827
S1 0.9807 0.9807 0.9806 0.9807
S2 0.9806 0.9806 0.9804
S3 0.9785 0.9786 0.9802
S4 0.9764 0.9765 0.9796
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.1250 1.0973 0.9891
R3 1.0694 1.0417 0.9738
R2 1.0138 1.0138 0.9687
R1 0.9861 0.9861 0.9636 0.9722
PP 0.9582 0.9582 0.9582 0.9512
S1 0.9305 0.9305 0.9534 0.9166
S2 0.9026 0.9026 0.9483
S3 0.8470 0.8749 0.9432
S4 0.7914 0.8193 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9485 0.0362 3.7% 0.0070 0.7% 89% True False 99
10 0.9949 0.9302 0.0647 6.6% 0.0111 1.1% 78% False False 74
20 1.0012 0.9302 0.0710 7.2% 0.0089 0.9% 71% False False 66
40 1.0012 0.9302 0.0710 7.2% 0.0064 0.7% 71% False False 72
60 1.0012 0.9302 0.0710 7.2% 0.0050 0.5% 71% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9936
2.618 0.9902
1.618 0.9881
1.000 0.9868
0.618 0.9860
HIGH 0.9847
0.618 0.9839
0.500 0.9837
0.382 0.9834
LOW 0.9826
0.618 0.9813
1.000 0.9805
1.618 0.9792
2.618 0.9771
4.250 0.9737
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 0.9837 0.9809
PP 0.9827 0.9808
S1 0.9818 0.9808

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

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