CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 0.9285 0.9256 -0.0029 -0.3% 0.9458
High 0.9344 0.9256 -0.0088 -0.9% 0.9458
Low 0.9285 0.9256 -0.0029 -0.3% 0.9256
Close 0.9371 0.9256 -0.0115 -1.2% 0.9256
Range 0.0059 0.0000 -0.0059 -100.0% 0.0202
ATR 0.0077 0.0080 0.0003 3.5% 0.0000
Volume 18 12 -6 -33.3% 71
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9256 0.9256 0.9256
R3 0.9256 0.9256 0.9256
R2 0.9256 0.9256 0.9256
R1 0.9256 0.9256 0.9256 0.9256
PP 0.9256 0.9256 0.9256 0.9256
S1 0.9256 0.9256 0.9256 0.9256
S2 0.9256 0.9256 0.9256
S3 0.9256 0.9256 0.9256
S4 0.9256 0.9256 0.9256
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9929 0.9795 0.9367
R3 0.9727 0.9593 0.9312
R2 0.9525 0.9525 0.9293
R1 0.9391 0.9391 0.9275 0.9357
PP 0.9323 0.9323 0.9323 0.9307
S1 0.9189 0.9189 0.9237 0.9155
S2 0.9121 0.9121 0.9219
S3 0.8919 0.8987 0.9200
S4 0.8717 0.8785 0.9145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9458 0.9256 0.0202 2.2% 0.0029 0.3% 0% False True 14
10 0.9710 0.9256 0.0454 4.9% 0.0016 0.2% 0% False True 11
20 0.9710 0.9256 0.0454 4.9% 0.0014 0.1% 0% False True 8
40 0.9710 0.9100 0.0610 6.6% 0.0014 0.2% 26% False False 16
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 0.9256
2.618 0.9256
1.618 0.9256
1.000 0.9256
0.618 0.9256
HIGH 0.9256
0.618 0.9256
0.500 0.9256
0.382 0.9256
LOW 0.9256
0.618 0.9256
1.000 0.9256
1.618 0.9256
2.618 0.9256
4.250 0.9256
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 0.9256 0.9300
PP 0.9256 0.9285
S1 0.9256 0.9271

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

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