CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 0.9390 0.9400 0.0010 0.1% 0.9241
High 0.9415 0.9420 0.0005 0.1% 0.9434
Low 0.9373 0.9280 -0.0093 -1.0% 0.9217
Close 0.9392 0.9286 -0.0106 -1.1% 0.9286
Range 0.0042 0.0140 0.0098 233.3% 0.0217
ATR 0.0114 0.0116 0.0002 1.6% 0.0000
Volume 256 220 -36 -14.1% 1,366
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9749 0.9657 0.9363
R3 0.9609 0.9517 0.9325
R2 0.9469 0.9469 0.9312
R1 0.9377 0.9377 0.9299 0.9353
PP 0.9329 0.9329 0.9329 0.9317
S1 0.9237 0.9237 0.9273 0.9213
S2 0.9189 0.9189 0.9260
S3 0.9049 0.9097 0.9248
S4 0.8909 0.8957 0.9209
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9963 0.9842 0.9405
R3 0.9746 0.9625 0.9346
R2 0.9529 0.9529 0.9326
R1 0.9408 0.9408 0.9306 0.9469
PP 0.9312 0.9312 0.9312 0.9343
S1 0.9191 0.9191 0.9266 0.9252
S2 0.9095 0.9095 0.9246
S3 0.8878 0.8974 0.9226
S4 0.8661 0.8757 0.9167
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% 0.0101 1.1% 32% False False 273
10 0.9500 0.9217 0.0283 3.0% 0.0116 1.2% 24% False False 259
20 0.9792 0.9217 0.0575 6.2% 0.0118 1.3% 12% False False 304
40 0.9792 0.9100 0.0692 7.5% 0.0106 1.1% 27% False False 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0015
2.618 0.9787
1.618 0.9647
1.000 0.9560
0.618 0.9507
HIGH 0.9420
0.618 0.9367
0.500 0.9350
0.382 0.9333
LOW 0.9280
0.618 0.9193
1.000 0.9140
1.618 0.9053
2.618 0.8913
4.250 0.8685
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 0.9350 0.9357
PP 0.9329 0.9333
S1 0.9307 0.9310

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

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