CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 0.9675 0.9624 -0.0051 -0.5% 0.9649
High 0.9701 0.9624 -0.0077 -0.8% 0.9708
Low 0.9675 0.9624 -0.0051 -0.5% 0.9624
Close 0.9660 0.9620 -0.0040 -0.4% 0.9620
Range 0.0026 0.0000 -0.0026 -100.0% 0.0084
ATR 0.0067 0.0065 -0.0002 -3.3% 0.0000
Volume 1 12 11 1,100.0% 37
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9623 0.9621 0.9620
R3 0.9623 0.9621 0.9620
R2 0.9623 0.9623 0.9620
R1 0.9621 0.9621 0.9620 0.9622
PP 0.9623 0.9623 0.9623 0.9623
S1 0.9621 0.9621 0.9620 0.9622
S2 0.9623 0.9623 0.9620
S3 0.9623 0.9621 0.9620
S4 0.9623 0.9621 0.9620
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9903 0.9845 0.9666
R3 0.9819 0.9761 0.9643
R2 0.9735 0.9735 0.9635
R1 0.9677 0.9677 0.9628 0.9664
PP 0.9651 0.9651 0.9651 0.9644
S1 0.9593 0.9593 0.9612 0.9580
S2 0.9567 0.9567 0.9605
S3 0.9483 0.9509 0.9597
S4 0.9399 0.9425 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9708 0.9624 0.0084 0.9% 0.0005 0.1% -5% False True 7
10 0.9708 0.9347 0.0361 3.8% 0.0012 0.1% 76% False False 4
20 0.9708 0.9100 0.0608 6.3% 0.0013 0.1% 86% False False 7
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 0.9624
2.618 0.9624
1.618 0.9624
1.000 0.9624
0.618 0.9624
HIGH 0.9624
0.618 0.9624
0.500 0.9624
0.382 0.9624
LOW 0.9624
0.618 0.9624
1.000 0.9624
1.618 0.9624
2.618 0.9624
4.250 0.9624
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 0.9624 0.9666
PP 0.9623 0.9651
S1 0.9621 0.9635

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

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