CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 22-Sep-2009
Day Change Summary
Previous Current
21-Sep-2009 22-Sep-2009 Change Change % Previous Week
Open 0.9278 0.9275 -0.0003 0.0% 0.9267
High 0.9281 0.9368 0.0087 0.9% 0.9434
Low 0.9222 0.9275 0.0053 0.6% 0.9171
Close 0.9276 0.9357 0.0081 0.9% 0.9348
Range 0.0059 0.0093 0.0034 57.6% 0.0263
ATR 0.0078 0.0079 0.0001 1.4% 0.0000
Volume 29 39 10 34.5% 307
Daily Pivots for day following 22-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9612 0.9578 0.9408
R3 0.9519 0.9485 0.9383
R2 0.9426 0.9426 0.9374
R1 0.9392 0.9392 0.9366 0.9409
PP 0.9333 0.9333 0.9333 0.9342
S1 0.9299 0.9299 0.9348 0.9316
S2 0.9240 0.9240 0.9340
S3 0.9147 0.9206 0.9331
S4 0.9054 0.9113 0.9306
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 0.9222 0.0212 2.3% 0.0067 0.7% 64% False False 46
10 0.9434 0.9171 0.0263 2.8% 0.0066 0.7% 71% False False 92
20 0.9434 0.9010 0.0424 4.5% 0.0057 0.6% 82% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9763
2.618 0.9611
1.618 0.9518
1.000 0.9461
0.618 0.9425
HIGH 0.9368
0.618 0.9332
0.500 0.9322
0.382 0.9311
LOW 0.9275
0.618 0.9218
1.000 0.9182
1.618 0.9125
2.618 0.9032
4.250 0.8880
Fisher Pivots for day following 22-Sep-2009
Pivot 1 day 3 day
R1 0.9345 0.9338
PP 0.9333 0.9318
S1 0.9322 0.9299

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

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