CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 0.9584 0.9555 -0.0029 -0.3% 0.9670
High 0.9584 0.9555 -0.0029 -0.3% 0.9740
Low 0.9487 0.9492 0.0005 0.1% 0.9449
Close 0.9538 0.9499 -0.0039 -0.4% 0.9499
Range 0.0097 0.0063 -0.0034 -35.1% 0.0291
ATR 0.0119 0.0115 -0.0004 -3.4% 0.0000
Volume 338 748 410 121.3% 1,960
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9704 0.9665 0.9534
R3 0.9641 0.9602 0.9516
R2 0.9578 0.9578 0.9511
R1 0.9539 0.9539 0.9505 0.9527
PP 0.9515 0.9515 0.9515 0.9510
S1 0.9476 0.9476 0.9493 0.9464
S2 0.9452 0.9452 0.9487
S3 0.9389 0.9413 0.9482
S4 0.9326 0.9350 0.9464
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0436 1.0258 0.9659
R3 1.0145 0.9967 0.9579
R2 0.9854 0.9854 0.9552
R1 0.9676 0.9676 0.9526 0.9620
PP 0.9563 0.9563 0.9563 0.9534
S1 0.9385 0.9385 0.9472 0.9329
S2 0.9272 0.9272 0.9446
S3 0.8981 0.9094 0.9419
S4 0.8690 0.8803 0.9339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9740 0.9449 0.0291 3.1% 0.0134 1.4% 17% False False 392
10 0.9792 0.9449 0.0343 3.6% 0.0121 1.3% 15% False False 350
20 0.9792 0.9100 0.0692 7.3% 0.0109 1.2% 58% False False 222
40 0.9792 0.9010 0.0782 8.2% 0.0090 0.9% 63% False False 149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9823
2.618 0.9720
1.618 0.9657
1.000 0.9618
0.618 0.9594
HIGH 0.9555
0.618 0.9531
0.500 0.9524
0.382 0.9516
LOW 0.9492
0.618 0.9453
1.000 0.9429
1.618 0.9390
2.618 0.9327
4.250 0.9224
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 0.9524 0.9540
PP 0.9515 0.9526
S1 0.9507 0.9513

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

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