CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 0.9538 0.9649 0.0111 1.2% 0.9347
High 0.9568 0.9649 0.0081 0.8% 0.9568
Low 0.9538 0.9649 0.0111 1.2% 0.9347
Close 0.9562 0.9649 0.0087 0.9% 0.9562
Range 0.0030 0.0000 -0.0030 -100.0% 0.0221
ATR 0.0070 0.0071 0.0001 1.7% 0.0000
Volume 2 4 2 100.0% 11
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9649 0.9649 0.9649
R3 0.9649 0.9649 0.9649
R2 0.9649 0.9649 0.9649
R1 0.9649 0.9649 0.9649 0.9649
PP 0.9649 0.9649 0.9649 0.9649
S1 0.9649 0.9649 0.9649 0.9649
S2 0.9649 0.9649 0.9649
S3 0.9649 0.9649 0.9649
S4 0.9649 0.9649 0.9649
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0155 1.0080 0.9684
R3 0.9934 0.9859 0.9623
R2 0.9713 0.9713 0.9603
R1 0.9638 0.9638 0.9582 0.9676
PP 0.9492 0.9492 0.9492 0.9511
S1 0.9417 0.9417 0.9542 0.9455
S2 0.9271 0.9271 0.9521
S3 0.9050 0.9196 0.9501
S4 0.8829 0.8975 0.9440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9649 0.9399 0.0250 2.6% 0.0018 0.2% 100% True False 2
10 0.9649 0.9220 0.0429 4.4% 0.0009 0.1% 100% True False 4
20 0.9649 0.9100 0.0549 5.7% 0.0013 0.1% 100% True False 6
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9649
2.618 0.9649
1.618 0.9649
1.000 0.9649
0.618 0.9649
HIGH 0.9649
0.618 0.9649
0.500 0.9649
0.382 0.9649
LOW 0.9649
0.618 0.9649
1.000 0.9649
1.618 0.9649
2.618 0.9649
4.250 0.9649
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 0.9649 0.9621
PP 0.9649 0.9593
S1 0.9649 0.9565

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

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