CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 0.9485 0.9400 -0.0085 -0.9% 0.9498
High 0.9485 0.9412 -0.0073 -0.8% 0.9590
Low 0.9355 0.9324 -0.0031 -0.3% 0.9324
Close 0.9412 0.9335 -0.0077 -0.8% 0.9335
Range 0.0130 0.0088 -0.0042 -32.3% 0.0266
ATR 0.0117 0.0115 -0.0002 -1.8% 0.0000
Volume 435 554 119 27.4% 4,500
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9621 0.9566 0.9383
R3 0.9533 0.9478 0.9359
R2 0.9445 0.9445 0.9351
R1 0.9390 0.9390 0.9343 0.9374
PP 0.9357 0.9357 0.9357 0.9349
S1 0.9302 0.9302 0.9327 0.9286
S2 0.9269 0.9269 0.9319
S3 0.9181 0.9214 0.9311
S4 0.9093 0.9126 0.9287
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0214 1.0041 0.9481
R3 0.9948 0.9775 0.9408
R2 0.9682 0.9682 0.9384
R1 0.9509 0.9509 0.9359 0.9463
PP 0.9416 0.9416 0.9416 0.9393
S1 0.9243 0.9243 0.9311 0.9197
S2 0.9150 0.9150 0.9286
S3 0.8884 0.8977 0.9262
S4 0.8618 0.8711 0.9189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9590 0.9324 0.0266 2.8% 0.0111 1.2% 4% False True 900
10 0.9595 0.9313 0.0282 3.0% 0.0112 1.2% 8% False False 549
20 0.9595 0.9217 0.0378 4.0% 0.0114 1.2% 31% False False 404
40 0.9792 0.9100 0.0692 7.4% 0.0112 1.2% 34% False False 313
60 0.9792 0.9010 0.0782 8.4% 0.0098 1.0% 42% False False 234
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 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9786
2.618 0.9642
1.618 0.9554
1.000 0.9500
0.618 0.9466
HIGH 0.9412
0.618 0.9378
0.500 0.9368
0.382 0.9358
LOW 0.9324
0.618 0.9270
1.000 0.9236
1.618 0.9182
2.618 0.9094
4.250 0.8950
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 0.9368 0.9444
PP 0.9357 0.9407
S1 0.9346 0.9371

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

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