CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 0.9163 0.9149 -0.0014 -0.2% 0.9278
High 0.9199 0.9215 0.0016 0.2% 0.9372
Low 0.9108 0.9100 -0.0008 -0.1% 0.9108
Close 0.9155 0.9200 0.0045 0.5% 0.9155
Range 0.0091 0.0115 0.0024 26.4% 0.0264
ATR 0.0089 0.0091 0.0002 2.1% 0.0000
Volume 219 65 -154 -70.3% 410
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9517 0.9473 0.9263
R3 0.9402 0.9358 0.9232
R2 0.9287 0.9287 0.9221
R1 0.9243 0.9243 0.9211 0.9265
PP 0.9172 0.9172 0.9172 0.9183
S1 0.9128 0.9128 0.9189 0.9150
S2 0.9057 0.9057 0.9179
S3 0.8942 0.9013 0.9168
S4 0.8827 0.8898 0.9137
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0004 0.9843 0.9300
R3 0.9740 0.9579 0.9228
R2 0.9476 0.9476 0.9203
R1 0.9315 0.9315 0.9179 0.9264
PP 0.9212 0.9212 0.9212 0.9186
S1 0.9051 0.9051 0.9131 0.9000
S2 0.8948 0.8948 0.9107
S3 0.8684 0.8787 0.9082
S4 0.8420 0.8523 0.9010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9372 0.9100 0.0272 3.0% 0.0120 1.3% 37% False True 89
10 0.9434 0.9100 0.0334 3.6% 0.0092 1.0% 30% False True 70
20 0.9434 0.9010 0.0424 4.6% 0.0071 0.8% 45% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9704
2.618 0.9516
1.618 0.9401
1.000 0.9330
0.618 0.9286
HIGH 0.9215
0.618 0.9171
0.500 0.9158
0.382 0.9144
LOW 0.9100
0.618 0.9029
1.000 0.8985
1.618 0.8914
2.618 0.8799
4.250 0.8611
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 0.9186 0.9227
PP 0.9172 0.9218
S1 0.9158 0.9209

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

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