CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 0.9523 0.9577 0.0054 0.6% 0.9241
High 0.9585 0.9595 0.0010 0.1% 0.9434
Low 0.9523 0.9460 -0.0063 -0.7% 0.9217
Close 0.9557 0.9480 -0.0077 -0.8% 0.9286
Range 0.0062 0.0135 0.0073 117.7% 0.0217
ATR 0.0116 0.0118 0.0001 1.1% 0.0000
Volume 199 233 34 17.1% 1,366
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9917 0.9833 0.9554
R3 0.9782 0.9698 0.9517
R2 0.9647 0.9647 0.9505
R1 0.9563 0.9563 0.9492 0.9538
PP 0.9512 0.9512 0.9512 0.9499
S1 0.9428 0.9428 0.9468 0.9403
S2 0.9377 0.9377 0.9455
S3 0.9242 0.9293 0.9443
S4 0.9107 0.9158 0.9406
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 0.9595 0.9280 0.0315 3.3% 0.0123 1.3% 63% True False 211
10 0.9595 0.9217 0.0378 4.0% 0.0114 1.2% 70% True False 240
20 0.9740 0.9217 0.0523 5.5% 0.0121 1.3% 50% False False 309
40 0.9792 0.9100 0.0692 7.3% 0.0111 1.2% 55% False False 208
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0169
2.618 0.9948
1.618 0.9813
1.000 0.9730
0.618 0.9678
HIGH 0.9595
0.618 0.9543
0.500 0.9528
0.382 0.9512
LOW 0.9460
0.618 0.9377
1.000 0.9325
1.618 0.9242
2.618 0.9107
4.250 0.8886
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 0.9528 0.9514
PP 0.9512 0.9503
S1 0.9496 0.9491

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

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