CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 0.9261 0.9393 0.0132 1.4% 0.9497
High 0.9384 0.9434 0.0050 0.5% 0.9500
Low 0.9217 0.9370 0.0153 1.7% 0.9229
Close 0.9367 0.9426 0.0059 0.6% 0.9261
Range 0.0167 0.0064 -0.0103 -61.7% 0.0271
ATR 0.0123 0.0119 -0.0004 -3.2% 0.0000
Volume 249 173 -76 -30.5% 1,225
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9602 0.9578 0.9461
R3 0.9538 0.9514 0.9444
R2 0.9474 0.9474 0.9438
R1 0.9450 0.9450 0.9432 0.9462
PP 0.9410 0.9410 0.9410 0.9416
S1 0.9386 0.9386 0.9420 0.9398
S2 0.9346 0.9346 0.9414
S3 0.9282 0.9322 0.9408
S4 0.9218 0.9258 0.9391
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 0.9434 0.9217 0.0217 2.3% 0.0124 1.3% 96% True False 265
10 0.9584 0.9217 0.0367 3.9% 0.0113 1.2% 57% False False 320
20 0.9792 0.9217 0.0575 6.1% 0.0119 1.3% 36% False False 295
40 0.9792 0.9100 0.0692 7.3% 0.0104 1.1% 47% False False 187
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9706
2.618 0.9602
1.618 0.9538
1.000 0.9498
0.618 0.9474
HIGH 0.9434
0.618 0.9410
0.500 0.9402
0.382 0.9394
LOW 0.9370
0.618 0.9330
1.000 0.9306
1.618 0.9266
2.618 0.9202
4.250 0.9098
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 0.9418 0.9393
PP 0.9410 0.9359
S1 0.9402 0.9326

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

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