CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 0.9372 0.9297 -0.0075 -0.8% 0.9267
High 0.9372 0.9354 -0.0018 -0.2% 0.9434
Low 0.9287 0.9140 -0.0147 -1.6% 0.9171
Close 0.9350 0.9173 -0.0177 -1.9% 0.9348
Range 0.0085 0.0214 0.0129 151.8% 0.0263
ATR 0.0079 0.0089 0.0010 12.2% 0.0000
Volume 74 49 -25 -33.8% 307
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9864 0.9733 0.9291
R3 0.9650 0.9519 0.9232
R2 0.9436 0.9436 0.9212
R1 0.9305 0.9305 0.9193 0.9264
PP 0.9222 0.9222 0.9222 0.9202
S1 0.9091 0.9091 0.9153 0.9050
S2 0.9008 0.9008 0.9134
S3 0.8794 0.8877 0.9114
S4 0.8580 0.8663 0.9055
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 0.9375 0.9140 0.0235 2.6% 0.0103 1.1% 14% False True 50
10 0.9434 0.9140 0.0294 3.2% 0.0084 0.9% 11% False True 56
20 0.9434 0.9010 0.0424 4.6% 0.0066 0.7% 38% False False 67
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 0.0011
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0264
2.618 0.9914
1.618 0.9700
1.000 0.9568
0.618 0.9486
HIGH 0.9354
0.618 0.9272
0.500 0.9247
0.382 0.9222
LOW 0.9140
0.618 0.9008
1.000 0.8926
1.618 0.8794
2.618 0.8580
4.250 0.8231
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 0.9247 0.9256
PP 0.9222 0.9228
S1 0.9198 0.9201

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

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