CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 0.9400 0.9330 -0.0070 -0.7% 0.9267
High 0.9434 0.9375 -0.0059 -0.6% 0.9434
Low 0.9380 0.9310 -0.0070 -0.7% 0.9171
Close 0.9393 0.9348 -0.0045 -0.5% 0.9348
Range 0.0054 0.0065 0.0011 20.4% 0.0263
ATR 0.0073 0.0074 0.0001 1.0% 0.0000
Volume 82 61 -21 -25.6% 307
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9539 0.9509 0.9384
R3 0.9474 0.9444 0.9366
R2 0.9409 0.9409 0.9360
R1 0.9379 0.9379 0.9354 0.9394
PP 0.9344 0.9344 0.9344 0.9352
S1 0.9314 0.9314 0.9342 0.9329
S2 0.9279 0.9279 0.9336
S3 0.9214 0.9249 0.9330
S4 0.9149 0.9184 0.9312
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0107 0.9990 0.9493
R3 0.9844 0.9727 0.9420
R2 0.9581 0.9581 0.9396
R1 0.9464 0.9464 0.9372 0.9523
PP 0.9318 0.9318 0.9318 0.9347
S1 0.9201 0.9201 0.9324 0.9260
S2 0.9055 0.9055 0.9300
S3 0.8792 0.8938 0.9276
S4 0.8529 0.8675 0.9203
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% 0.0072 0.8% 67% False False 61
10 0.9434 0.9171 0.0263 2.8% 0.0061 0.7% 67% False False 88
20 0.9434 0.9010 0.0424 4.5% 0.0053 0.6% 80% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9545
1.618 0.9480
1.000 0.9440
0.618 0.9415
HIGH 0.9375
0.618 0.9350
0.500 0.9343
0.382 0.9335
LOW 0.9310
0.618 0.9270
1.000 0.9245
1.618 0.9205
2.618 0.9140
4.250 0.9034
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 0.9346 0.9372
PP 0.9344 0.9364
S1 0.9343 0.9356

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

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