CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 0.9765 0.9830 0.0065 0.7% 0.9825
High 0.9805 0.9837 0.0032 0.3% 0.9828
Low 0.9765 0.9807 0.0042 0.4% 0.9694
Close 0.9793 0.9829 0.0036 0.4% 0.9705
Range 0.0040 0.0030 -0.0010 -25.0% 0.0134
ATR 0.0052 0.0051 -0.0001 -1.1% 0.0000
Volume 2 16 14 700.0% 266
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9914 0.9902 0.9846
R3 0.9884 0.9872 0.9837
R2 0.9854 0.9854 0.9835
R1 0.9842 0.9842 0.9832 0.9833
PP 0.9824 0.9824 0.9824 0.9820
S1 0.9812 0.9812 0.9826 0.9803
S2 0.9794 0.9794 0.9824
S3 0.9764 0.9782 0.9821
S4 0.9734 0.9752 0.9813
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0144 1.0059 0.9779
R3 1.0010 0.9925 0.9742
R2 0.9876 0.9876 0.9730
R1 0.9791 0.9791 0.9717 0.9767
PP 0.9742 0.9742 0.9742 0.9730
S1 0.9657 0.9657 0.9693 0.9633
S2 0.9608 0.9608 0.9680
S3 0.9474 0.9523 0.9668
S4 0.9340 0.9389 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9837 0.9694 0.0143 1.5% 0.0026 0.3% 94% True False 12
10 0.9890 0.9694 0.0196 2.0% 0.0038 0.4% 69% False False 39
20 0.9910 0.9679 0.0231 2.4% 0.0031 0.3% 65% False False 26
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9965
2.618 0.9916
1.618 0.9886
1.000 0.9867
0.618 0.9856
HIGH 0.9837
0.618 0.9826
0.500 0.9822
0.382 0.9818
LOW 0.9807
0.618 0.9788
1.000 0.9777
1.618 0.9758
2.618 0.9728
4.250 0.9680
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 0.9827 0.9819
PP 0.9824 0.9809
S1 0.9822 0.9799

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

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