CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 0.9498 0.9543 0.0045 0.5% 0.9313
High 0.9590 0.9552 -0.0038 -0.4% 0.9595
Low 0.9498 0.9418 -0.0080 -0.8% 0.9313
Close 0.9555 0.9504 -0.0051 -0.5% 0.9508
Range 0.0092 0.0134 0.0042 45.7% 0.0282
ATR 0.0114 0.0116 0.0002 1.4% 0.0000
Volume 187 713 526 281.3% 996
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9893 0.9833 0.9578
R3 0.9759 0.9699 0.9541
R2 0.9625 0.9625 0.9529
R1 0.9565 0.9565 0.9516 0.9528
PP 0.9491 0.9491 0.9491 0.9473
S1 0.9431 0.9431 0.9492 0.9394
S2 0.9357 0.9357 0.9479
S3 0.9223 0.9297 0.9467
S4 0.9089 0.9163 0.9430
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0318 1.0195 0.9663
R3 1.0036 0.9913 0.9586
R2 0.9754 0.9754 0.9560
R1 0.9631 0.9631 0.9534 0.9693
PP 0.9472 0.9472 0.9472 0.9503
S1 0.9349 0.9349 0.9482 0.9411
S2 0.9190 0.9190 0.9456
S3 0.8908 0.9067 0.9430
S4 0.8626 0.8785 0.9353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9595 0.9418 0.0177 1.9% 0.0103 1.1% 49% False True 298
10 0.9595 0.9280 0.0315 3.3% 0.0104 1.1% 71% False False 254
20 0.9631 0.9217 0.0414 4.4% 0.0115 1.2% 69% False False 305
40 0.9792 0.9100 0.0692 7.3% 0.0113 1.2% 58% False False 231
60 0.9792 0.9010 0.0782 8.2% 0.0094 1.0% 63% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0122
2.618 0.9903
1.618 0.9769
1.000 0.9686
0.618 0.9635
HIGH 0.9552
0.618 0.9501
0.500 0.9485
0.382 0.9469
LOW 0.9418
0.618 0.9335
1.000 0.9284
1.618 0.9201
2.618 0.9067
4.250 0.8849
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 0.9498 0.9504
PP 0.9491 0.9504
S1 0.9485 0.9504

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

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