CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 0.9576 0.9556 -0.0020 -0.2% 0.9341
High 0.9604 0.9619 0.0015 0.2% 0.9542
Low 0.9549 0.9523 -0.0026 -0.3% 0.9290
Close 0.9573 0.9615 0.0042 0.4% 0.9516
Range 0.0055 0.0096 0.0041 74.5% 0.0252
ATR 0.0099 0.0098 0.0000 -0.2% 0.0000
Volume 71,356 57,745 -13,611 -19.1% 463,866
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9874 0.9840 0.9668
R3 0.9778 0.9744 0.9641
R2 0.9682 0.9682 0.9633
R1 0.9648 0.9648 0.9624 0.9665
PP 0.9586 0.9586 0.9586 0.9594
S1 0.9552 0.9552 0.9606 0.9569
S2 0.9490 0.9490 0.9597
S3 0.9394 0.9456 0.9589
S4 0.9298 0.9360 0.9562
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0205 1.0113 0.9655
R3 0.9953 0.9861 0.9585
R2 0.9701 0.9701 0.9562
R1 0.9609 0.9609 0.9539 0.9655
PP 0.9449 0.9449 0.9449 0.9473
S1 0.9357 0.9357 0.9493 0.9403
S2 0.9197 0.9197 0.9470
S3 0.8945 0.9105 0.9447
S4 0.8693 0.8853 0.9377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9619 0.9408 0.0211 2.2% 0.0096 1.0% 98% True False 80,726
10 0.9619 0.9274 0.0345 3.6% 0.0103 1.1% 99% True False 85,000
20 0.9619 0.9274 0.0345 3.6% 0.0096 1.0% 99% True False 82,847
40 0.9780 0.9274 0.0506 5.3% 0.0097 1.0% 67% False False 70,903
60 0.9780 0.9274 0.0506 5.3% 0.0104 1.1% 67% False False 54,970
80 0.9780 0.9217 0.0563 5.9% 0.0106 1.1% 71% False False 41,330
100 0.9792 0.9100 0.0692 7.2% 0.0108 1.1% 74% False False 33,100
120 0.9792 0.9010 0.0782 8.1% 0.0100 1.0% 77% False False 27,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 0.9870
1.618 0.9774
1.000 0.9715
0.618 0.9678
HIGH 0.9619
0.618 0.9582
0.500 0.9571
0.382 0.9560
LOW 0.9523
0.618 0.9464
1.000 0.9427
1.618 0.9368
2.618 0.9272
4.250 0.9115
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 0.9600 0.9596
PP 0.9586 0.9576
S1 0.9571 0.9557

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

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