CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 0.9496 0.9593 0.0097 1.0% 0.9340
High 0.9594 0.9690 0.0096 1.0% 0.9594
Low 0.9496 0.9578 0.0082 0.9% 0.9280
Close 0.9577 0.9664 0.0087 0.9% 0.9577
Range 0.0098 0.0112 0.0014 14.3% 0.0314
ATR 0.0098 0.0099 0.0001 1.1% 0.0000
Volume 247 241 -6 -2.4% 563
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9980 0.9934 0.9726
R3 0.9868 0.9822 0.9695
R2 0.9756 0.9756 0.9685
R1 0.9710 0.9710 0.9674 0.9733
PP 0.9644 0.9644 0.9644 0.9656
S1 0.9598 0.9598 0.9654 0.9621
S2 0.9532 0.9532 0.9643
S3 0.9420 0.9486 0.9633
S4 0.9308 0.9374 0.9602
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 0.9690 0.9357 0.0333 3.4% 0.0096 1.0% 92% True False 148
10 0.9690 0.9148 0.0542 5.6% 0.0097 1.0% 95% True False 111
20 0.9690 0.9100 0.0590 6.1% 0.0095 1.0% 96% True False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0166
2.618 0.9983
1.618 0.9871
1.000 0.9802
0.618 0.9759
HIGH 0.9690
0.618 0.9647
0.500 0.9634
0.382 0.9621
LOW 0.9578
0.618 0.9509
1.000 0.9466
1.618 0.9397
2.618 0.9285
4.250 0.9102
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 0.9654 0.9627
PP 0.9644 0.9589
S1 0.9634 0.9552

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

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