CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 0.9347 0.9406 0.0059 0.6% 0.9100
High 0.9347 0.9446 0.0099 1.1% 0.9350
Low 0.9347 0.9406 0.0059 0.6% 0.9100
Close 0.9347 0.9432 0.0085 0.9% 0.9232
Range 0.0000 0.0040 0.0040 0.0250
ATR 0.0069 0.0071 0.0002 3.2% 0.0000
Volume 2 0 -2 -100.0% 39
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9548 0.9530 0.9454
R3 0.9508 0.9490 0.9443
R2 0.9468 0.9468 0.9439
R1 0.9450 0.9450 0.9436 0.9459
PP 0.9428 0.9428 0.9428 0.9433
S1 0.9410 0.9410 0.9428 0.9419
S2 0.9388 0.9388 0.9425
S3 0.9348 0.9370 0.9421
S4 0.9308 0.9330 0.9410
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9977 0.9855 0.9370
R3 0.9727 0.9605 0.9301
R2 0.9477 0.9477 0.9278
R1 0.9355 0.9355 0.9255 0.9416
PP 0.9227 0.9227 0.9227 0.9258
S1 0.9105 0.9105 0.9209 0.9166
S2 0.8977 0.8977 0.9186
S3 0.8727 0.8855 0.9163
S4 0.8477 0.8605 0.9095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9446 0.9220 0.0226 2.4% 0.0008 0.1% 94% True False 2
10 0.9446 0.9100 0.0346 3.7% 0.0019 0.2% 96% True False 6
20 0.9446 0.9100 0.0346 3.7% 0.0016 0.2% 96% True False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9616
2.618 0.9551
1.618 0.9511
1.000 0.9486
0.618 0.9471
HIGH 0.9446
0.618 0.9431
0.500 0.9426
0.382 0.9421
LOW 0.9406
0.618 0.9381
1.000 0.9366
1.618 0.9341
2.618 0.9301
4.250 0.9236
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 0.9430 0.9401
PP 0.9428 0.9370
S1 0.9426 0.9339

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

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