CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 0.9458 0.9397 -0.0061 -0.6% 0.9710
High 0.9458 0.9397 -0.0061 -0.6% 0.9710
Low 0.9371 0.9397 0.0026 0.3% 0.9490
Close 0.9360 0.9397 0.0037 0.4% 0.9493
Range 0.0087 0.0000 -0.0087 -100.0% 0.0220
ATR 0.0074 0.0072 -0.0003 -3.6% 0.0000
Volume 0 31 31 44
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9397 0.9397 0.9397
R3 0.9397 0.9397 0.9397
R2 0.9397 0.9397 0.9397
R1 0.9397 0.9397 0.9397 0.9397
PP 0.9397 0.9397 0.9397 0.9397
S1 0.9397 0.9397 0.9397 0.9397
S2 0.9397 0.9397 0.9397
S3 0.9397 0.9397 0.9397
S4 0.9397 0.9397 0.9397
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 0.9532 0.9371 0.0161 1.7% 0.0017 0.2% 16% False False 10
10 0.9710 0.9371 0.0339 3.6% 0.0013 0.1% 8% False False 10
20 0.9710 0.9220 0.0490 5.2% 0.0011 0.1% 36% False False 6
40 0.9710 0.9024 0.0686 7.3% 0.0013 0.1% 54% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9397
2.618 0.9397
1.618 0.9397
1.000 0.9397
0.618 0.9397
HIGH 0.9397
0.618 0.9397
0.500 0.9397
0.382 0.9397
LOW 0.9397
0.618 0.9397
1.000 0.9397
1.618 0.9397
2.618 0.9397
4.250 0.9397
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 0.9397 0.9432
PP 0.9397 0.9420
S1 0.9397 0.9409

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

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