CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 0.9593 0.9685 0.0092 1.0% 0.9340
High 0.9690 0.9730 0.0040 0.4% 0.9594
Low 0.9578 0.9639 0.0061 0.6% 0.9280
Close 0.9664 0.9654 -0.0010 -0.1% 0.9577
Range 0.0112 0.0091 -0.0021 -18.8% 0.0314
ATR 0.0099 0.0098 -0.0001 -0.6% 0.0000
Volume 241 73 -168 -69.7% 563
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9947 0.9892 0.9704
R3 0.9856 0.9801 0.9679
R2 0.9765 0.9765 0.9671
R1 0.9710 0.9710 0.9662 0.9692
PP 0.9674 0.9674 0.9674 0.9666
S1 0.9619 0.9619 0.9646 0.9601
S2 0.9583 0.9583 0.9637
S3 0.9492 0.9528 0.9629
S4 0.9401 0.9437 0.9604
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 0.9730 0.9398 0.0332 3.4% 0.0090 0.9% 77% True False 153
10 0.9730 0.9148 0.0582 6.0% 0.0101 1.0% 87% True False 106
20 0.9730 0.9100 0.0630 6.5% 0.0095 1.0% 88% True False 91
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0117
2.618 0.9968
1.618 0.9877
1.000 0.9821
0.618 0.9786
HIGH 0.9730
0.618 0.9695
0.500 0.9685
0.382 0.9674
LOW 0.9639
0.618 0.9583
1.000 0.9548
1.618 0.9492
2.618 0.9401
4.250 0.9252
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 0.9685 0.9640
PP 0.9674 0.9627
S1 0.9664 0.9613

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

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