CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 0.9464 0.9566 0.0102 1.1% 0.9343
High 0.9568 0.9566 -0.0002 0.0% 0.9568
Low 0.9451 0.9305 -0.0146 -1.5% 0.9305
Close 0.9564 0.9411 -0.0153 -1.6% 0.9411
Range 0.0117 0.0261 0.0144 123.1% 0.0263
ATR 0.0114 0.0125 0.0010 9.2% 0.0000
Volume 743 1,103 360 48.5% 3,098
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0210 1.0072 0.9555
R3 0.9949 0.9811 0.9483
R2 0.9688 0.9688 0.9459
R1 0.9550 0.9550 0.9435 0.9489
PP 0.9427 0.9427 0.9427 0.9397
S1 0.9289 0.9289 0.9387 0.9228
S2 0.9166 0.9166 0.9363
S3 0.8905 0.9028 0.9339
S4 0.8644 0.8767 0.9267
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0217 1.0077 0.9556
R3 0.9954 0.9814 0.9483
R2 0.9691 0.9691 0.9459
R1 0.9551 0.9551 0.9435 0.9621
PP 0.9428 0.9428 0.9428 0.9463
S1 0.9288 0.9288 0.9387 0.9358
S2 0.9165 0.9165 0.9363
S3 0.8902 0.9025 0.9339
S4 0.8639 0.8762 0.9266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9568 0.9305 0.0263 2.8% 0.0135 1.4% 40% False True 730
10 0.9590 0.9305 0.0285 3.0% 0.0124 1.3% 37% False True 775
20 0.9595 0.9217 0.0378 4.0% 0.0119 1.3% 51% False False 507
40 0.9792 0.9148 0.0644 6.8% 0.0116 1.2% 41% False False 382
60 0.9792 0.9100 0.0692 7.4% 0.0104 1.1% 45% False False 282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.0675
2.618 1.0249
1.618 0.9988
1.000 0.9827
0.618 0.9727
HIGH 0.9566
0.618 0.9466
0.500 0.9436
0.382 0.9405
LOW 0.9305
0.618 0.9144
1.000 0.9044
1.618 0.8883
2.618 0.8622
4.250 0.8196
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 0.9436 0.9437
PP 0.9427 0.9428
S1 0.9419 0.9420

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

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