CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 0.9590 0.9727 0.0137 1.4% 0.9696
High 0.9653 0.9727 0.0074 0.8% 0.9847
Low 0.9575 0.9600 0.0025 0.3% 0.9636
Close 0.9645 0.9597 -0.0048 -0.5% 0.9675
Range 0.0078 0.0127 0.0049 62.8% 0.0211
ATR 0.0107 0.0108 0.0001 1.3% 0.0000
Volume 38 61 23 60.5% 442
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 1.0022 0.9937 0.9667
R3 0.9895 0.9810 0.9632
R2 0.9768 0.9768 0.9620
R1 0.9683 0.9683 0.9609 0.9662
PP 0.9641 0.9641 0.9641 0.9631
S1 0.9556 0.9556 0.9585 0.9535
S2 0.9514 0.9514 0.9574
S3 0.9387 0.9429 0.9562
S4 0.9260 0.9302 0.9527
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 1.0352 1.0225 0.9791
R3 1.0141 1.0014 0.9733
R2 0.9930 0.9930 0.9714
R1 0.9803 0.9803 0.9694 0.9761
PP 0.9719 0.9719 0.9719 0.9699
S1 0.9592 0.9592 0.9656 0.9550
S2 0.9508 0.9508 0.9636
S3 0.9297 0.9381 0.9617
S4 0.9086 0.9170 0.9559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9575 0.0272 2.8% 0.0074 0.8% 8% False False 45
10 0.9847 0.9302 0.0545 5.7% 0.0111 1.2% 54% False False 81
20 1.0012 0.9302 0.0710 7.4% 0.0088 0.9% 42% False False 63
40 1.0012 0.9302 0.0710 7.4% 0.0067 0.7% 42% False False 69
60 1.0012 0.9302 0.0710 7.4% 0.0054 0.6% 42% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0059
1.618 0.9932
1.000 0.9854
0.618 0.9805
HIGH 0.9727
0.618 0.9678
0.500 0.9664
0.382 0.9649
LOW 0.9600
0.618 0.9522
1.000 0.9473
1.618 0.9395
2.618 0.9268
4.250 0.9060
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 0.9664 0.9653
PP 0.9641 0.9634
S1 0.9619 0.9616

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

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