CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 0.9384 0.9247 -0.0137 -1.5% 0.9670
High 0.9384 0.9383 -0.0001 0.0% 0.9740
Low 0.9252 0.9242 -0.0010 -0.1% 0.9449
Close 0.9267 0.9378 0.0111 1.2% 0.9499
Range 0.0132 0.0141 0.0009 6.8% 0.0291
ATR 0.0117 0.0119 0.0002 1.5% 0.0000
Volume 267 241 -26 -9.7% 1,960
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9757 0.9709 0.9456
R3 0.9616 0.9568 0.9417
R2 0.9475 0.9475 0.9404
R1 0.9427 0.9427 0.9391 0.9451
PP 0.9334 0.9334 0.9334 0.9347
S1 0.9286 0.9286 0.9365 0.9310
S2 0.9193 0.9193 0.9352
S3 0.9052 0.9145 0.9339
S4 0.8911 0.9004 0.9300
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 0.9555 0.9242 0.0313 3.3% 0.0111 1.2% 43% False True 355
10 0.9740 0.9242 0.0498 5.3% 0.0129 1.4% 27% False True 379
20 0.9792 0.9148 0.0644 6.9% 0.0113 1.2% 36% False False 257
40 0.9792 0.9100 0.0692 7.4% 0.0097 1.0% 40% False False 169
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9982
2.618 0.9752
1.618 0.9611
1.000 0.9524
0.618 0.9470
HIGH 0.9383
0.618 0.9329
0.500 0.9313
0.382 0.9296
LOW 0.9242
0.618 0.9155
1.000 0.9101
1.618 0.9014
2.618 0.8873
4.250 0.8643
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 0.9356 0.9360
PP 0.9334 0.9342
S1 0.9313 0.9324

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

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