CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 0.9431 0.9496 0.0065 0.7% 0.9340
High 0.9517 0.9594 0.0077 0.8% 0.9594
Low 0.9413 0.9496 0.0083 0.9% 0.9280
Close 0.9509 0.9577 0.0068 0.7% 0.9577
Range 0.0104 0.0098 -0.0006 -5.8% 0.0314
ATR 0.0097 0.0098 0.0000 0.0% 0.0000
Volume 41 247 206 502.4% 563
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9850 0.9811 0.9631
R3 0.9752 0.9713 0.9604
R2 0.9654 0.9654 0.9595
R1 0.9615 0.9615 0.9586 0.9635
PP 0.9556 0.9556 0.9556 0.9565
S1 0.9517 0.9517 0.9568 0.9537
S2 0.9458 0.9458 0.9559
S3 0.9360 0.9419 0.9550
S4 0.9262 0.9321 0.9523
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0426 1.0315 0.9750
R3 1.0112 1.0001 0.9663
R2 0.9798 0.9798 0.9635
R1 0.9687 0.9687 0.9606 0.9743
PP 0.9484 0.9484 0.9484 0.9511
S1 0.9373 0.9373 0.9548 0.9429
S2 0.9170 0.9170 0.9519
S3 0.8856 0.9059 0.9491
S4 0.8542 0.8745 0.9404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9594 0.9280 0.0314 3.3% 0.0087 0.9% 95% True False 112
10 0.9594 0.9100 0.0494 5.2% 0.0098 1.0% 97% True False 93
20 0.9594 0.9100 0.0494 5.2% 0.0094 1.0% 97% True False 82
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 False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0011
2.618 0.9851
1.618 0.9753
1.000 0.9692
0.618 0.9655
HIGH 0.9594
0.618 0.9557
0.500 0.9545
0.382 0.9533
LOW 0.9496
0.618 0.9435
1.000 0.9398
1.618 0.9337
2.618 0.9239
4.250 0.9080
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 0.9566 0.9550
PP 0.9556 0.9523
S1 0.9545 0.9496

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

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