CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 0.9670 0.9715 0.0045 0.5% 0.9593
High 0.9722 0.9740 0.0018 0.2% 0.9792
Low 0.9635 0.9500 -0.0135 -1.4% 0.9578
Close 0.9719 0.9518 -0.0201 -2.1% 0.9633
Range 0.0087 0.0240 0.0153 175.9% 0.0214
ATR 0.0103 0.0113 0.0010 9.5% 0.0000
Volume 266 69 -197 -74.1% 1,545
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0306 1.0152 0.9650
R3 1.0066 0.9912 0.9584
R2 0.9826 0.9826 0.9562
R1 0.9672 0.9672 0.9540 0.9629
PP 0.9586 0.9586 0.9586 0.9565
S1 0.9432 0.9432 0.9496 0.9389
S2 0.9346 0.9346 0.9474
S3 0.9106 0.9192 0.9452
S4 0.8866 0.8952 0.9386
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 0.9500 0.0292 3.1% 0.0133 1.4% 6% False True 313
10 0.9792 0.9398 0.0394 4.1% 0.0112 1.2% 30% False False 233
20 0.9792 0.9100 0.0692 7.3% 0.0112 1.2% 60% False False 158
40 0.9792 0.9010 0.0782 8.2% 0.0084 0.9% 65% False False 112
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 0.0022
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.0760
2.618 1.0368
1.618 1.0128
1.000 0.9980
0.618 0.9888
HIGH 0.9740
0.618 0.9648
0.500 0.9620
0.382 0.9592
LOW 0.9500
0.618 0.9352
1.000 0.9260
1.618 0.9112
2.618 0.8872
4.250 0.8480
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 0.9620 0.9620
PP 0.9586 0.9586
S1 0.9552 0.9552

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

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