CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 0.9343 0.9459 0.0116 1.2% 0.9498
High 0.9484 0.9466 -0.0018 -0.2% 0.9590
Low 0.9343 0.9399 0.0056 0.6% 0.9324
Close 0.9475 0.9455 -0.0020 -0.2% 0.9335
Range 0.0141 0.0067 -0.0074 -52.5% 0.0266
ATR 0.0117 0.0114 -0.0003 -2.5% 0.0000
Volume 590 662 72 12.2% 4,500
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9641 0.9615 0.9492
R3 0.9574 0.9548 0.9473
R2 0.9507 0.9507 0.9467
R1 0.9481 0.9481 0.9461 0.9461
PP 0.9440 0.9440 0.9440 0.9430
S1 0.9414 0.9414 0.9449 0.9394
S2 0.9373 0.9373 0.9443
S3 0.9306 0.9347 0.9437
S4 0.9239 0.9280 0.9418
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 0.9563 0.9324 0.0239 2.5% 0.0108 1.1% 55% False False 970
10 0.9595 0.9324 0.0271 2.9% 0.0106 1.1% 48% False False 634
20 0.9595 0.9217 0.0378 4.0% 0.0113 1.2% 63% False False 440
40 0.9792 0.9148 0.0644 6.8% 0.0113 1.2% 48% False False 339
60 0.9792 0.9010 0.0782 8.3% 0.0099 1.0% 57% False False 252
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9751
2.618 0.9641
1.618 0.9574
1.000 0.9533
0.618 0.9507
HIGH 0.9466
0.618 0.9440
0.500 0.9433
0.382 0.9425
LOW 0.9399
0.618 0.9358
1.000 0.9332
1.618 0.9291
2.618 0.9224
4.250 0.9114
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 0.9448 0.9438
PP 0.9440 0.9421
S1 0.9433 0.9404

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

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