CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 0.9459 0.9523 0.0064 0.7% 0.9241
High 0.9536 0.9585 0.0049 0.5% 0.9434
Low 0.9433 0.9523 0.0090 1.0% 0.9217
Close 0.9531 0.9557 0.0026 0.3% 0.9286
Range 0.0103 0.0062 -0.0041 -39.8% 0.0217
ATR 0.0121 0.0116 -0.0004 -3.5% 0.0000
Volume 186 199 13 7.0% 1,366
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9741 0.9711 0.9591
R3 0.9679 0.9649 0.9574
R2 0.9617 0.9617 0.9568
R1 0.9587 0.9587 0.9563 0.9602
PP 0.9555 0.9555 0.9555 0.9563
S1 0.9525 0.9525 0.9551 0.9540
S2 0.9493 0.9493 0.9546
S3 0.9431 0.9463 0.9540
S4 0.9369 0.9401 0.9523
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 0.9585 0.9280 0.0305 3.2% 0.0104 1.1% 91% True False 216
10 0.9585 0.9217 0.0368 3.9% 0.0114 1.2% 92% True False 240
20 0.9792 0.9217 0.0575 6.0% 0.0122 1.3% 59% False False 310
40 0.9792 0.9100 0.0692 7.2% 0.0109 1.1% 66% False False 204
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9849
2.618 0.9747
1.618 0.9685
1.000 0.9647
0.618 0.9623
HIGH 0.9585
0.618 0.9561
0.500 0.9554
0.382 0.9547
LOW 0.9523
0.618 0.9485
1.000 0.9461
1.618 0.9423
2.618 0.9361
4.250 0.9260
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 0.9556 0.9521
PP 0.9555 0.9485
S1 0.9554 0.9449

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

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