CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 0.9340 0.9358 0.0018 0.2% 0.9149
High 0.9350 0.9475 0.0125 1.3% 0.9371
Low 0.9280 0.9357 0.0077 0.8% 0.9100
Close 0.9350 0.9436 0.0086 0.9% 0.9235
Range 0.0070 0.0118 0.0048 68.6% 0.0271
ATR 0.0098 0.0100 0.0002 2.0% 0.0000
Volume 63 45 -18 -28.6% 375
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9777 0.9724 0.9501
R3 0.9659 0.9606 0.9468
R2 0.9541 0.9541 0.9458
R1 0.9488 0.9488 0.9447 0.9515
PP 0.9423 0.9423 0.9423 0.9436
S1 0.9370 0.9370 0.9425 0.9397
S2 0.9305 0.9305 0.9414
S3 0.9187 0.9252 0.9404
S4 0.9069 0.9134 0.9371
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 0.9475 0.9148 0.0327 3.5% 0.0111 1.2% 88% True False 60
10 0.9475 0.9100 0.0375 4.0% 0.0112 1.2% 90% True False 82
20 0.9475 0.9100 0.0375 4.0% 0.0089 0.9% 90% True False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9977
2.618 0.9784
1.618 0.9666
1.000 0.9593
0.618 0.9548
HIGH 0.9475
0.618 0.9430
0.500 0.9416
0.382 0.9402
LOW 0.9357
0.618 0.9284
1.000 0.9239
1.618 0.9166
2.618 0.9048
4.250 0.8856
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 0.9429 0.9395
PP 0.9423 0.9353
S1 0.9416 0.9312

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

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