CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 0.9241 0.9261 0.0020 0.2% 0.9497
High 0.9329 0.9384 0.0055 0.6% 0.9500
Low 0.9235 0.9217 -0.0018 -0.2% 0.9229
Close 0.9269 0.9367 0.0098 1.1% 0.9261
Range 0.0094 0.0167 0.0073 77.7% 0.0271
ATR 0.0119 0.0123 0.0003 2.9% 0.0000
Volume 468 249 -219 -46.8% 1,225
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9824 0.9762 0.9459
R3 0.9657 0.9595 0.9413
R2 0.9490 0.9490 0.9398
R1 0.9428 0.9428 0.9382 0.9459
PP 0.9323 0.9323 0.9323 0.9338
S1 0.9261 0.9261 0.9352 0.9292
S2 0.9156 0.9156 0.9336
S3 0.8989 0.9094 0.9321
S4 0.8822 0.8927 0.9275
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0143 0.9973 0.9410
R3 0.9872 0.9702 0.9336
R2 0.9601 0.9601 0.9311
R1 0.9431 0.9431 0.9286 0.9381
PP 0.9330 0.9330 0.9330 0.9305
S1 0.9160 0.9160 0.9236 0.9110
S2 0.9059 0.9059 0.9211
S3 0.8788 0.8889 0.9186
S4 0.8517 0.8618 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9385 0.9217 0.0168 1.8% 0.0138 1.5% 89% False True 284
10 0.9631 0.9217 0.0414 4.4% 0.0125 1.3% 36% False True 356
20 0.9792 0.9217 0.0575 6.1% 0.0118 1.3% 26% False True 295
40 0.9792 0.9100 0.0692 7.4% 0.0104 1.1% 39% False False 191
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 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0094
2.618 0.9821
1.618 0.9654
1.000 0.9551
0.618 0.9487
HIGH 0.9384
0.618 0.9320
0.500 0.9301
0.382 0.9281
LOW 0.9217
0.618 0.9114
1.000 0.9050
1.618 0.8947
2.618 0.8780
4.250 0.8507
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 0.9345 0.9345
PP 0.9323 0.9323
S1 0.9301 0.9301

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

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