CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 0.9364 0.9384 0.0020 0.2% 0.9670
High 0.9405 0.9384 -0.0021 -0.2% 0.9740
Low 0.9335 0.9252 -0.0083 -0.9% 0.9449
Close 0.9403 0.9267 -0.0136 -1.4% 0.9499
Range 0.0070 0.0132 0.0062 88.6% 0.0291
ATR 0.0114 0.0117 0.0003 2.3% 0.0000
Volume 350 267 -83 -23.7% 1,960
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9697 0.9614 0.9340
R3 0.9565 0.9482 0.9303
R2 0.9433 0.9433 0.9291
R1 0.9350 0.9350 0.9279 0.9326
PP 0.9301 0.9301 0.9301 0.9289
S1 0.9218 0.9218 0.9255 0.9194
S2 0.9169 0.9169 0.9243
S3 0.9037 0.9086 0.9231
S4 0.8905 0.8954 0.9194
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 0.9584 0.9252 0.0332 3.6% 0.0102 1.1% 5% False True 374
10 0.9792 0.9252 0.0540 5.8% 0.0130 1.4% 3% False True 380
20 0.9792 0.9148 0.0644 6.9% 0.0112 1.2% 18% False False 249
40 0.9792 0.9056 0.0736 7.9% 0.0094 1.0% 29% False False 164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9945
2.618 0.9730
1.618 0.9598
1.000 0.9516
0.618 0.9466
HIGH 0.9384
0.618 0.9334
0.500 0.9318
0.382 0.9302
LOW 0.9252
0.618 0.9170
1.000 0.9120
1.618 0.9038
2.618 0.8906
4.250 0.8691
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 0.9318 0.9376
PP 0.9301 0.9340
S1 0.9284 0.9303

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

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