CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 0.9406 0.9399 -0.0007 -0.1% 0.9100
High 0.9446 0.9399 -0.0047 -0.5% 0.9350
Low 0.9406 0.9399 -0.0007 -0.1% 0.9100
Close 0.9432 0.9399 -0.0033 -0.3% 0.9232
Range 0.0040 0.0000 -0.0040 -100.0% 0.0250
ATR 0.0071 0.0068 -0.0003 -3.8% 0.0000
Volume 0 7 7 39
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9399 0.9399 0.9399
R3 0.9399 0.9399 0.9399
R2 0.9399 0.9399 0.9399
R1 0.9399 0.9399 0.9399 0.9399
PP 0.9399 0.9399 0.9399 0.9399
S1 0.9399 0.9399 0.9399 0.9399
S2 0.9399 0.9399 0.9399
S3 0.9399 0.9399 0.9399
S4 0.9399 0.9399 0.9399
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% 79% False False 2
10 0.9446 0.9100 0.0346 3.7% 0.0016 0.2% 86% False False 7
20 0.9446 0.9100 0.0346 3.7% 0.0015 0.2% 86% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9399
2.618 0.9399
1.618 0.9399
1.000 0.9399
0.618 0.9399
HIGH 0.9399
0.618 0.9399
0.500 0.9399
0.382 0.9399
LOW 0.9399
0.618 0.9399
1.000 0.9399
1.618 0.9399
2.618 0.9399
4.250 0.9399
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 0.9399 0.9398
PP 0.9399 0.9397
S1 0.9399 0.9397

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

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