CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 0.9397 0.9260 -0.0137 -1.5% 0.9710
High 0.9397 0.9260 -0.0137 -1.5% 0.9710
Low 0.9397 0.9260 -0.0137 -1.5% 0.9490
Close 0.9397 0.9260 -0.0137 -1.5% 0.9493
Range
ATR 0.0072 0.0076 0.0005 6.5% 0.0000
Volume 31 10 -21 -67.7% 44
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9260 0.9260 0.9260
R3 0.9260 0.9260 0.9260
R2 0.9260 0.9260 0.9260
R1 0.9260 0.9260 0.9260 0.9260
PP 0.9260 0.9260 0.9260 0.9260
S1 0.9260 0.9260 0.9260 0.9260
S2 0.9260 0.9260 0.9260
S3 0.9260 0.9260 0.9260
S4 0.9260 0.9260 0.9260
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 0.9260 0.0272 2.9% 0.0017 0.2% 0% False True 10
10 0.9710 0.9260 0.0450 4.9% 0.0013 0.1% 0% False True 9
20 0.9710 0.9220 0.0490 5.3% 0.0011 0.1% 8% False False 6
40 0.9710 0.9053 0.0657 7.1% 0.0013 0.1% 32% False False 15
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9260
2.618 0.9260
1.618 0.9260
1.000 0.9260
0.618 0.9260
HIGH 0.9260
0.618 0.9260
0.500 0.9260
0.382 0.9260
LOW 0.9260
0.618 0.9260
1.000 0.9260
1.618 0.9260
2.618 0.9260
4.250 0.9260
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 0.9260 0.9359
PP 0.9260 0.9326
S1 0.9260 0.9293

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

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