CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 0.9532 0.9493 -0.0039 -0.4% 0.9710
High 0.9532 0.9493 -0.0039 -0.4% 0.9710
Low 0.9532 0.9493 -0.0039 -0.4% 0.9490
Close 0.9532 0.9493 -0.0039 -0.4% 0.9493
Range
ATR 0.0073 0.0071 -0.0002 -3.3% 0.0000
Volume 12 1 -11 -91.7% 44
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9493 0.9493 0.9493
R3 0.9493 0.9493 0.9493
R2 0.9493 0.9493 0.9493
R1 0.9493 0.9493 0.9493 0.9493
PP 0.9493 0.9493 0.9493 0.9493
S1 0.9493 0.9493 0.9493 0.9493
S2 0.9493 0.9493 0.9493
S3 0.9493 0.9493 0.9493
S4 0.9493 0.9493 0.9493
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0224 1.0079 0.9614
R3 1.0004 0.9859 0.9554
R2 0.9784 0.9784 0.9533
R1 0.9639 0.9639 0.9513 0.9602
PP 0.9564 0.9564 0.9564 0.9546
S1 0.9419 0.9419 0.9473 0.9382
S2 0.9344 0.9344 0.9453
S3 0.9124 0.9199 0.9433
S4 0.8904 0.8979 0.9372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9710 0.9490 0.0220 2.3% 0.0003 0.0% 1% False False 8
10 0.9710 0.9490 0.0220 2.3% 0.0004 0.0% 1% False False 8
20 0.9710 0.9100 0.0610 6.4% 0.0009 0.1% 64% False False 6
40 0.9710 0.9024 0.0686 7.2% 0.0011 0.1% 68% False False 14
Crabel Price Patterns
NR False
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9493
2.618 0.9493
1.618 0.9493
1.000 0.9493
0.618 0.9493
HIGH 0.9493
0.618 0.9493
0.500 0.9493
0.382 0.9493
LOW 0.9493
0.618 0.9493
1.000 0.9493
1.618 0.9493
2.618 0.9493
4.250 0.9493
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 0.9493 0.9511
PP 0.9493 0.9505
S1 0.9493 0.9499

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

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