CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 0.9148 0.9340 0.0192 2.1% 0.9149
High 0.9264 0.9350 0.0086 0.9% 0.9371
Low 0.9148 0.9280 0.0132 1.4% 0.9100
Close 0.9235 0.9350 0.0115 1.2% 0.9235
Range 0.0116 0.0070 -0.0046 -39.7% 0.0271
ATR 0.0097 0.0098 0.0001 1.3% 0.0000
Volume 60 63 3 5.0% 375
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9537 0.9513 0.9389
R3 0.9467 0.9443 0.9369
R2 0.9397 0.9397 0.9363
R1 0.9373 0.9373 0.9356 0.9385
PP 0.9327 0.9327 0.9327 0.9333
S1 0.9303 0.9303 0.9344 0.9315
S2 0.9257 0.9257 0.9337
S3 0.9187 0.9233 0.9331
S4 0.9117 0.9163 0.9312
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 0.9148 0.0223 2.4% 0.0099 1.1% 91% False False 74
10 0.9372 0.9100 0.0272 2.9% 0.0109 1.2% 92% False False 81
20 0.9434 0.9100 0.0334 3.6% 0.0088 0.9% 75% False False 86
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9648
2.618 0.9533
1.618 0.9463
1.000 0.9420
0.618 0.9393
HIGH 0.9350
0.618 0.9323
0.500 0.9315
0.382 0.9307
LOW 0.9280
0.618 0.9237
1.000 0.9210
1.618 0.9167
2.618 0.9097
4.250 0.8983
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 0.9338 0.9317
PP 0.9327 0.9285
S1 0.9315 0.9252

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

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