CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 0.9149 0.9177 0.0028 0.3% 0.9278
High 0.9215 0.9228 0.0013 0.1% 0.9372
Low 0.9100 0.9170 0.0070 0.8% 0.9108
Close 0.9200 0.9227 0.0027 0.3% 0.9155
Range 0.0115 0.0058 -0.0057 -49.6% 0.0264
ATR 0.0091 0.0088 -0.0002 -2.6% 0.0000
Volume 65 118 53 81.5% 410
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9382 0.9363 0.9259
R3 0.9324 0.9305 0.9243
R2 0.9266 0.9266 0.9238
R1 0.9247 0.9247 0.9232 0.9257
PP 0.9208 0.9208 0.9208 0.9213
S1 0.9189 0.9189 0.9222 0.9199
S2 0.9150 0.9150 0.9216
S3 0.9092 0.9131 0.9211
S4 0.9034 0.9073 0.9195
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 2.9% 0.0113 1.2% 47% False False 105
10 0.9434 0.9100 0.0334 3.6% 0.0090 1.0% 38% False False 75
20 0.9434 0.9010 0.0424 4.6% 0.0072 0.8% 51% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9475
2.618 0.9380
1.618 0.9322
1.000 0.9286
0.618 0.9264
HIGH 0.9228
0.618 0.9206
0.500 0.9199
0.382 0.9192
LOW 0.9170
0.618 0.9134
1.000 0.9112
1.618 0.9076
2.618 0.9018
4.250 0.8924
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 0.9218 0.9206
PP 0.9208 0.9185
S1 0.9199 0.9164

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

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