CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 0.9443 0.9470 0.0027 0.3% 0.9343
High 0.9493 0.9608 0.0115 1.2% 0.9568
Low 0.9423 0.9453 0.0030 0.3% 0.9305
Close 0.9460 0.9580 0.0120 1.3% 0.9411
Range 0.0070 0.0155 0.0085 121.4% 0.0263
ATR 0.0122 0.0124 0.0002 1.9% 0.0000
Volume 1,334 1,105 -229 -17.2% 3,098
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 1.0012 0.9951 0.9665
R3 0.9857 0.9796 0.9623
R2 0.9702 0.9702 0.9608
R1 0.9641 0.9641 0.9594 0.9672
PP 0.9547 0.9547 0.9547 0.9562
S1 0.9486 0.9486 0.9566 0.9517
S2 0.9392 0.9392 0.9552
S3 0.9237 0.9331 0.9537
S4 0.9082 0.9176 0.9495
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 0.9608 0.9305 0.0303 3.2% 0.0134 1.4% 91% True False 989
10 0.9608 0.9305 0.0303 3.2% 0.0128 1.3% 91% True False 985
20 0.9608 0.9217 0.0391 4.1% 0.0117 1.2% 93% True False 596
40 0.9792 0.9217 0.0575 6.0% 0.0117 1.2% 63% False False 440
60 0.9792 0.9100 0.0692 7.2% 0.0107 1.1% 69% False False 322
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0014
1.618 0.9859
1.000 0.9763
0.618 0.9704
HIGH 0.9608
0.618 0.9549
0.500 0.9531
0.382 0.9512
LOW 0.9453
0.618 0.9357
1.000 0.9298
1.618 0.9202
2.618 0.9047
4.250 0.8794
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 0.9564 0.9539
PP 0.9547 0.9498
S1 0.9531 0.9457

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

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