CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 0.9773 0.9679 -0.0094 -1.0% 0.9593
High 0.9792 0.9713 -0.0079 -0.8% 0.9792
Low 0.9640 0.9584 -0.0056 -0.6% 0.9578
Close 0.9674 0.9633 -0.0041 -0.4% 0.9633
Range 0.0152 0.0129 -0.0023 -15.1% 0.0214
ATR 0.0102 0.0104 0.0002 1.9% 0.0000
Volume 256 801 545 212.9% 1,545
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0030 0.9961 0.9704
R3 0.9901 0.9832 0.9668
R2 0.9772 0.9772 0.9657
R1 0.9703 0.9703 0.9645 0.9673
PP 0.9643 0.9643 0.9643 0.9629
S1 0.9574 0.9574 0.9621 0.9544
S2 0.9514 0.9514 0.9609
S3 0.9385 0.9445 0.9598
S4 0.9256 0.9316 0.9562
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0310 1.0185 0.9751
R3 1.0096 0.9971 0.9692
R2 0.9882 0.9882 0.9672
R1 0.9757 0.9757 0.9653 0.9820
PP 0.9668 0.9668 0.9668 0.9699
S1 0.9543 0.9543 0.9613 0.9606
S2 0.9454 0.9454 0.9594
S3 0.9240 0.9329 0.9574
S4 0.9026 0.9115 0.9515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9792 0.9578 0.0214 2.2% 0.0108 1.1% 26% False False 309
10 0.9792 0.9280 0.0512 5.3% 0.0098 1.0% 69% False False 210
20 0.9792 0.9100 0.0692 7.2% 0.0103 1.1% 77% False False 144
40 0.9792 0.9010 0.0782 8.1% 0.0078 0.8% 80% False False 104
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0261
2.618 1.0051
1.618 0.9922
1.000 0.9842
0.618 0.9793
HIGH 0.9713
0.618 0.9664
0.500 0.9649
0.382 0.9633
LOW 0.9584
0.618 0.9504
1.000 0.9455
1.618 0.9375
2.618 0.9246
4.250 0.9036
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 0.9649 0.9688
PP 0.9643 0.9670
S1 0.9638 0.9651

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

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