CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 0.9719 0.9773 0.0054 0.6% 0.9340
High 0.9756 0.9792 0.0036 0.4% 0.9594
Low 0.9700 0.9640 -0.0060 -0.6% 0.9280
Close 0.9727 0.9674 -0.0053 -0.5% 0.9577
Range 0.0056 0.0152 0.0096 171.4% 0.0314
ATR 0.0098 0.0102 0.0004 3.9% 0.0000
Volume 174 256 82 47.1% 563
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0158 1.0068 0.9758
R3 1.0006 0.9916 0.9716
R2 0.9854 0.9854 0.9702
R1 0.9764 0.9764 0.9688 0.9733
PP 0.9702 0.9702 0.9702 0.9687
S1 0.9612 0.9612 0.9660 0.9581
S2 0.9550 0.9550 0.9646
S3 0.9398 0.9460 0.9632
S4 0.9246 0.9308 0.9590
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 0.9792 0.9496 0.0296 3.1% 0.0102 1.1% 60% True False 198
10 0.9792 0.9148 0.0644 6.7% 0.0096 1.0% 82% True False 136
20 0.9792 0.9100 0.0692 7.2% 0.0100 1.0% 83% True False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0438
2.618 1.0190
1.618 1.0038
1.000 0.9944
0.618 0.9886
HIGH 0.9792
0.618 0.9734
0.500 0.9716
0.382 0.9698
LOW 0.9640
0.618 0.9546
1.000 0.9488
1.618 0.9394
2.618 0.9242
4.250 0.8994
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 0.9716 0.9716
PP 0.9702 0.9702
S1 0.9688 0.9688

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

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