CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 0.9358 0.9434 0.0076 0.8% 0.9149
High 0.9475 0.9444 -0.0031 -0.3% 0.9371
Low 0.9357 0.9398 0.0041 0.4% 0.9100
Close 0.9436 0.9403 -0.0033 -0.3% 0.9235
Range 0.0118 0.0046 -0.0072 -61.0% 0.0271
ATR 0.0100 0.0096 -0.0004 -3.9% 0.0000
Volume 45 167 122 271.1% 375
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9553 0.9524 0.9428
R3 0.9507 0.9478 0.9416
R2 0.9461 0.9461 0.9411
R1 0.9432 0.9432 0.9407 0.9424
PP 0.9415 0.9415 0.9415 0.9411
S1 0.9386 0.9386 0.9399 0.9378
S2 0.9369 0.9369 0.9395
S3 0.9323 0.9340 0.9390
S4 0.9277 0.9294 0.9378
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% 0.0095 1.0% 78% False False 82
10 0.9475 0.9100 0.0375 4.0% 0.0108 1.1% 81% False False 91
20 0.9475 0.9100 0.0375 4.0% 0.0089 0.9% 81% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9640
2.618 0.9564
1.618 0.9518
1.000 0.9490
0.618 0.9472
HIGH 0.9444
0.618 0.9426
0.500 0.9421
0.382 0.9416
LOW 0.9398
0.618 0.9370
1.000 0.9352
1.618 0.9324
2.618 0.9278
4.250 0.9203
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 0.9421 0.9395
PP 0.9415 0.9386
S1 0.9409 0.9378

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

View Archives - Comment on this page... - Back to Index of Symbols