CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 0.9356 0.9148 -0.0208 -2.2% 0.9149
High 0.9356 0.9264 -0.0092 -1.0% 0.9371
Low 0.9230 0.9148 -0.0082 -0.9% 0.9100
Close 0.9223 0.9235 0.0012 0.1% 0.9235
Range 0.0126 0.0116 -0.0010 -7.9% 0.0271
ATR 0.0095 0.0097 0.0001 1.5% 0.0000
Volume 79 60 -19 -24.1% 375
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9564 0.9515 0.9299
R3 0.9448 0.9399 0.9267
R2 0.9332 0.9332 0.9256
R1 0.9283 0.9283 0.9246 0.9308
PP 0.9216 0.9216 0.9216 0.9228
S1 0.9167 0.9167 0.9224 0.9192
S2 0.9100 0.9100 0.9214
S3 0.8984 0.9051 0.9203
S4 0.8868 0.8935 0.9171
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0048 0.9913 0.9384
R3 0.9777 0.9642 0.9310
R2 0.9506 0.9506 0.9285
R1 0.9371 0.9371 0.9260 0.9439
PP 0.9235 0.9235 0.9235 0.9269
S1 0.9100 0.9100 0.9210 0.9168
S2 0.8964 0.8964 0.9185
S3 0.8693 0.8829 0.9160
S4 0.8422 0.8558 0.9086
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% 0.0108 1.2% 50% False False 75
10 0.9372 0.9100 0.0272 2.9% 0.0108 1.2% 50% False False 78
20 0.9434 0.9100 0.0334 3.6% 0.0085 0.9% 40% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9757
2.618 0.9568
1.618 0.9452
1.000 0.9380
0.618 0.9336
HIGH 0.9264
0.618 0.9220
0.500 0.9206
0.382 0.9192
LOW 0.9148
0.618 0.9076
1.000 0.9032
1.618 0.8960
2.618 0.8844
4.250 0.8655
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 0.9225 0.9260
PP 0.9216 0.9251
S1 0.9206 0.9243

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

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