CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 0.9685 0.9719 0.0034 0.4% 0.9340
High 0.9730 0.9756 0.0026 0.3% 0.9594
Low 0.9639 0.9700 0.0061 0.6% 0.9280
Close 0.9654 0.9727 0.0073 0.8% 0.9577
Range 0.0091 0.0056 -0.0035 -38.5% 0.0314
ATR 0.0098 0.0098 0.0000 0.3% 0.0000
Volume 73 174 101 138.4% 563
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9896 0.9867 0.9758
R3 0.9840 0.9811 0.9742
R2 0.9784 0.9784 0.9737
R1 0.9755 0.9755 0.9732 0.9770
PP 0.9728 0.9728 0.9728 0.9735
S1 0.9699 0.9699 0.9722 0.9714
S2 0.9672 0.9672 0.9717
S3 0.9616 0.9643 0.9712
S4 0.9560 0.9587 0.9696
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 0.9756 0.9413 0.0343 3.5% 0.0092 0.9% 92% True False 155
10 0.9756 0.9148 0.0608 6.3% 0.0094 1.0% 95% True False 119
20 0.9756 0.9100 0.0656 6.7% 0.0095 1.0% 96% True False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9994
2.618 0.9903
1.618 0.9847
1.000 0.9812
0.618 0.9791
HIGH 0.9756
0.618 0.9735
0.500 0.9728
0.382 0.9721
LOW 0.9700
0.618 0.9665
1.000 0.9644
1.618 0.9609
2.618 0.9553
4.250 0.9462
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 0.9728 0.9707
PP 0.9728 0.9687
S1 0.9727 0.9667

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

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