CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 0.9434 0.9431 -0.0003 0.0% 0.9149
High 0.9444 0.9517 0.0073 0.8% 0.9371
Low 0.9398 0.9413 0.0015 0.2% 0.9100
Close 0.9403 0.9509 0.0106 1.1% 0.9235
Range 0.0046 0.0104 0.0058 126.1% 0.0271
ATR 0.0096 0.0097 0.0001 1.3% 0.0000
Volume 167 41 -126 -75.4% 375
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9792 0.9754 0.9566
R3 0.9688 0.9650 0.9538
R2 0.9584 0.9584 0.9528
R1 0.9546 0.9546 0.9519 0.9565
PP 0.9480 0.9480 0.9480 0.9489
S1 0.9442 0.9442 0.9499 0.9461
S2 0.9376 0.9376 0.9490
S3 0.9272 0.9338 0.9480
S4 0.9168 0.9234 0.9452
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 0.9517 0.9148 0.0369 3.9% 0.0091 1.0% 98% True False 75
10 0.9517 0.9100 0.0417 4.4% 0.0097 1.0% 98% True False 91
20 0.9517 0.9100 0.0417 4.4% 0.0091 1.0% 98% True False 73
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9959
2.618 0.9789
1.618 0.9685
1.000 0.9621
0.618 0.9581
HIGH 0.9517
0.618 0.9477
0.500 0.9465
0.382 0.9453
LOW 0.9413
0.618 0.9349
1.000 0.9309
1.618 0.9245
2.618 0.9141
4.250 0.8971
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 0.9494 0.9485
PP 0.9480 0.9461
S1 0.9465 0.9437

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

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