CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 0.9177 0.9258 0.0081 0.9% 0.9278
High 0.9228 0.9371 0.0143 1.5% 0.9372
Low 0.9170 0.9245 0.0075 0.8% 0.9108
Close 0.9227 0.9364 0.0137 1.5% 0.9155
Range 0.0058 0.0126 0.0068 117.2% 0.0264
ATR 0.0088 0.0092 0.0004 4.5% 0.0000
Volume 118 53 -65 -55.1% 410
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9705 0.9660 0.9433
R3 0.9579 0.9534 0.9399
R2 0.9453 0.9453 0.9387
R1 0.9408 0.9408 0.9376 0.9431
PP 0.9327 0.9327 0.9327 0.9338
S1 0.9282 0.9282 0.9352 0.9305
S2 0.9201 0.9201 0.9341
S3 0.9075 0.9156 0.9329
S4 0.8949 0.9030 0.9295
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 0.9371 0.9100 0.0271 2.9% 0.0121 1.3% 97% True False 100
10 0.9434 0.9100 0.0334 3.6% 0.0096 1.0% 79% False False 78
20 0.9434 0.9056 0.0378 4.0% 0.0076 0.8% 81% False False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9907
2.618 0.9701
1.618 0.9575
1.000 0.9497
0.618 0.9449
HIGH 0.9371
0.618 0.9323
0.500 0.9308
0.382 0.9293
LOW 0.9245
0.618 0.9167
1.000 0.9119
1.618 0.9041
2.618 0.8915
4.250 0.8710
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 0.9345 0.9321
PP 0.9327 0.9278
S1 0.9308 0.9236

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

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