CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 0.9714 0.9726 0.0012 0.1% 0.9465
High 0.9747 0.9726 -0.0021 -0.2% 0.9704
Low 0.9714 0.9679 -0.0035 -0.4% 0.9465
Close 0.9726 0.9738 0.0012 0.1% 0.9696
Range 0.0033 0.0047 0.0014 42.4% 0.0239
ATR 0.0040 0.0040 0.0001 1.3% 0.0000
Volume 3 13 10 333.3% 99
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9855 0.9844 0.9764
R3 0.9808 0.9797 0.9751
R2 0.9761 0.9761 0.9747
R1 0.9750 0.9750 0.9742 0.9756
PP 0.9714 0.9714 0.9714 0.9717
S1 0.9703 0.9703 0.9734 0.9709
S2 0.9667 0.9667 0.9729
S3 0.9620 0.9656 0.9725
S4 0.9573 0.9609 0.9712
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0339 1.0256 0.9827
R3 1.0100 1.0017 0.9762
R2 0.9861 0.9861 0.9740
R1 0.9778 0.9778 0.9718 0.9820
PP 0.9622 0.9622 0.9622 0.9642
S1 0.9539 0.9539 0.9674 0.9581
S2 0.9383 0.9383 0.9652
S3 0.9144 0.9300 0.9630
S4 0.8905 0.9061 0.9565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9679 0.0071 0.7% 0.0029 0.3% 83% False True 12
10 0.9750 0.9465 0.0285 2.9% 0.0022 0.2% 96% False False 24
20 0.9750 0.9363 0.0387 4.0% 0.0017 0.2% 97% False False 20
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 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9926
2.618 0.9849
1.618 0.9802
1.000 0.9773
0.618 0.9755
HIGH 0.9726
0.618 0.9708
0.500 0.9703
0.382 0.9697
LOW 0.9679
0.618 0.9650
1.000 0.9632
1.618 0.9603
2.618 0.9556
4.250 0.9479
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 0.9726 0.9730
PP 0.9714 0.9722
S1 0.9703 0.9715

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

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