CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 0.9260 0.9285 0.0025 0.3% 0.9710
High 0.9260 0.9344 0.0084 0.9% 0.9710
Low 0.9260 0.9285 0.0025 0.3% 0.9490
Close 0.9260 0.9371 0.0111 1.2% 0.9493
Range 0.0000 0.0059 0.0059 0.0220
ATR 0.0076 0.0077 0.0001 0.7% 0.0000
Volume 10 18 8 80.0% 44
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9510 0.9500 0.9403
R3 0.9451 0.9441 0.9387
R2 0.9392 0.9392 0.9382
R1 0.9382 0.9382 0.9376 0.9387
PP 0.9333 0.9333 0.9333 0.9336
S1 0.9323 0.9323 0.9366 0.9328
S2 0.9274 0.9274 0.9360
S3 0.9215 0.9264 0.9355
S4 0.9156 0.9205 0.9339
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 0.9493 0.9260 0.0233 2.5% 0.0029 0.3% 48% False False 12
10 0.9710 0.9260 0.0450 4.8% 0.0016 0.2% 25% False False 11
20 0.9710 0.9232 0.0478 5.1% 0.0014 0.1% 29% False False 7
40 0.9710 0.9100 0.0610 6.5% 0.0014 0.2% 44% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9595
2.618 0.9498
1.618 0.9439
1.000 0.9403
0.618 0.9380
HIGH 0.9344
0.618 0.9321
0.500 0.9315
0.382 0.9308
LOW 0.9285
0.618 0.9249
1.000 0.9226
1.618 0.9190
2.618 0.9131
4.250 0.9034
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 0.9352 0.9357
PP 0.9333 0.9343
S1 0.9315 0.9329

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

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