CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 0.9321 0.9400 0.0079 0.8% 0.9249
High 0.9384 0.9434 0.0050 0.5% 0.9350
Low 0.9321 0.9380 0.0059 0.6% 0.9205
Close 0.9378 0.9393 0.0015 0.2% 0.9285
Range 0.0063 0.0054 -0.0009 -14.3% 0.0145
ATR 0.0074 0.0073 -0.0001 -1.8% 0.0000
Volume 20 82 62 310.0% 581
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9564 0.9533 0.9423
R3 0.9510 0.9479 0.9408
R2 0.9456 0.9456 0.9403
R1 0.9425 0.9425 0.9398 0.9414
PP 0.9402 0.9402 0.9402 0.9397
S1 0.9371 0.9371 0.9388 0.9360
S2 0.9348 0.9348 0.9383
S3 0.9294 0.9317 0.9378
S4 0.9240 0.9263 0.9363
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9715 0.9645 0.9365
R3 0.9570 0.9500 0.9325
R2 0.9425 0.9425 0.9312
R1 0.9355 0.9355 0.9298 0.9390
PP 0.9280 0.9280 0.9280 0.9298
S1 0.9210 0.9210 0.9272 0.9245
S2 0.9135 0.9135 0.9258
S3 0.8990 0.9065 0.9245
S4 0.8845 0.8920 0.9205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9434 0.9171 0.0263 2.8% 0.0065 0.7% 84% True False 63
10 0.9434 0.9162 0.0272 2.9% 0.0061 0.6% 85% True False 82
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9664
2.618 0.9575
1.618 0.9521
1.000 0.9488
0.618 0.9467
HIGH 0.9434
0.618 0.9413
0.500 0.9407
0.382 0.9401
LOW 0.9380
0.618 0.9347
1.000 0.9326
1.618 0.9293
2.618 0.9239
4.250 0.9151
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 0.9407 0.9376
PP 0.9402 0.9359
S1 0.9398 0.9342

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

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