CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 28-Sep-2009
Day Change Summary
Previous Current
25-Sep-2009 28-Sep-2009 Change Change % Previous Week
Open 0.9170 0.9100 -0.0070 -0.8% 0.9273
High 0.9170 0.9150 -0.0020 -0.2% 0.9360
Low 0.9162 0.9100 -0.0062 -0.7% 0.9150
Close 0.9151 0.9197 0.0046 0.5% 0.9151
Range 0.0008 0.0050 0.0042 525.0% 0.0210
ATR 0.0062 0.0061 -0.0001 -1.3% 0.0000
Volume 20 14 -6 -30.0% 61
Daily Pivots for day following 28-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9299 0.9298 0.9225
R3 0.9249 0.9248 0.9211
R2 0.9199 0.9199 0.9206
R1 0.9198 0.9198 0.9202 0.9199
PP 0.9149 0.9149 0.9149 0.9149
S1 0.9148 0.9148 0.9192 0.9149
S2 0.9099 0.9099 0.9188
S3 0.9049 0.9098 0.9183
S4 0.8999 0.9048 0.9170
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9850 0.9711 0.9267
R3 0.9640 0.9501 0.9209
R2 0.9430 0.9430 0.9190
R1 0.9291 0.9291 0.9170 0.9256
PP 0.9220 0.9220 0.9220 0.9203
S1 0.9081 0.9081 0.9132 0.9046
S2 0.9010 0.9010 0.9113
S3 0.8800 0.8871 0.9093
S4 0.8590 0.8661 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9360 0.9100 0.0260 2.8% 0.0030 0.3% 37% False True 7
10 0.9391 0.9100 0.0291 3.2% 0.0018 0.2% 33% False True 9
20 0.9391 0.9024 0.0367 4.0% 0.0015 0.2% 47% False False 23
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9363
2.618 0.9281
1.618 0.9231
1.000 0.9200
0.618 0.9181
HIGH 0.9150
0.618 0.9131
0.500 0.9125
0.382 0.9119
LOW 0.9100
0.618 0.9069
1.000 0.9050
1.618 0.9019
2.618 0.8969
4.250 0.8888
Fisher Pivots for day following 28-Sep-2009
Pivot 1 day 3 day
R1 0.9173 0.9183
PP 0.9149 0.9169
S1 0.9125 0.9155

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

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