CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 0.9497 0.9364 -0.0133 -1.4% 0.9670
High 0.9500 0.9405 -0.0095 -1.0% 0.9740
Low 0.9350 0.9335 -0.0015 -0.2% 0.9449
Close 0.9366 0.9403 0.0037 0.4% 0.9499
Range 0.0150 0.0070 -0.0080 -53.3% 0.0291
ATR 0.0118 0.0114 -0.0003 -2.9% 0.0000
Volume 171 350 179 104.7% 1,960
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9591 0.9567 0.9442
R3 0.9521 0.9497 0.9422
R2 0.9451 0.9451 0.9416
R1 0.9427 0.9427 0.9409 0.9439
PP 0.9381 0.9381 0.9381 0.9387
S1 0.9357 0.9357 0.9397 0.9369
S2 0.9311 0.9311 0.9390
S3 0.9241 0.9287 0.9384
S4 0.9171 0.9217 0.9365
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 0.9631 0.9335 0.0296 3.1% 0.0112 1.2% 23% False True 429
10 0.9792 0.9335 0.0457 4.9% 0.0123 1.3% 15% False True 371
20 0.9792 0.9148 0.0644 6.8% 0.0112 1.2% 40% False False 239
40 0.9792 0.9010 0.0782 8.3% 0.0092 1.0% 50% False False 158
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9703
2.618 0.9588
1.618 0.9518
1.000 0.9475
0.618 0.9448
HIGH 0.9405
0.618 0.9378
0.500 0.9370
0.382 0.9362
LOW 0.9335
0.618 0.9292
1.000 0.9265
1.618 0.9222
2.618 0.9152
4.250 0.9038
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 0.9392 0.9445
PP 0.9381 0.9431
S1 0.9370 0.9417

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

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