CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 0.9550 0.9472 -0.0078 -0.8% 0.9262
High 0.9550 0.9472 -0.0078 -0.8% 0.9415
Low 0.9550 0.9472 -0.0078 -0.8% 0.9255
Close 0.9549 0.9472 -0.0077 -0.8% 0.9278
Range
ATR 0.0071 0.0071 0.0000 0.6% 0.0000
Volume 0 8 8 12
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9472 0.9472 0.9472
R3 0.9472 0.9472 0.9472
R2 0.9472 0.9472 0.9472
R1 0.9472 0.9472 0.9472 0.9472
PP 0.9472 0.9472 0.9472 0.9472
S1 0.9472 0.9472 0.9472 0.9472
S2 0.9472 0.9472 0.9472
S3 0.9472 0.9472 0.9472
S4 0.9472 0.9472 0.9472
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9796 0.9697 0.9366
R3 0.9636 0.9537 0.9322
R2 0.9476 0.9476 0.9307
R1 0.9377 0.9377 0.9293 0.9427
PP 0.9316 0.9316 0.9316 0.9341
S1 0.9217 0.9217 0.9263 0.9267
S2 0.9156 0.9156 0.9249
S3 0.8996 0.9057 0.9234
S4 0.8836 0.8897 0.9190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9550 0.9278 0.0272 2.9% 0.0001 0.0% 71% False False 3
10 0.9550 0.9255 0.0295 3.1% 0.0000 0.0% 74% False False 4
20 0.9710 0.9255 0.0455 4.8% 0.0008 0.1% 48% False False 7
40 0.9710 0.9100 0.0610 6.4% 0.0011 0.1% 61% False False 7
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 0.9472
2.618 0.9472
1.618 0.9472
1.000 0.9472
0.618 0.9472
HIGH 0.9472
0.618 0.9472
0.500 0.9472
0.382 0.9472
LOW 0.9472
0.618 0.9472
1.000 0.9472
1.618 0.9472
2.618 0.9472
4.250 0.9472
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 0.9472 0.9511
PP 0.9472 0.9498
S1 0.9472 0.9485

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

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