CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 0.9472 0.9475 0.0003 0.0% 0.9462
High 0.9472 0.9475 0.0003 0.0% 0.9550
Low 0.9472 0.9475 0.0003 0.0% 0.9462
Close 0.9472 0.9500 0.0028 0.3% 0.9500
Range
ATR 0.0071 0.0066 -0.0005 -6.8% 0.0000
Volume 8 2 -6 -75.0% 19
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9483 0.9492 0.9500
R3 0.9483 0.9492 0.9500
R2 0.9483 0.9483 0.9500
R1 0.9492 0.9492 0.9500 0.9488
PP 0.9483 0.9483 0.9483 0.9481
S1 0.9492 0.9492 0.9500 0.9488
S2 0.9483 0.9483 0.9500
S3 0.9483 0.9492 0.9500
S4 0.9483 0.9492 0.9500
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9768 0.9722 0.9548
R3 0.9680 0.9634 0.9524
R2 0.9592 0.9592 0.9516
R1 0.9546 0.9546 0.9508 0.9569
PP 0.9504 0.9504 0.9504 0.9516
S1 0.9458 0.9458 0.9492 0.9481
S2 0.9416 0.9416 0.9484
S3 0.9328 0.9370 0.9476
S4 0.9240 0.9282 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9550 0.9462 0.0088 0.9% 0.0001 0.0% 43% False False 3
10 0.9550 0.9255 0.0295 3.1% 0.0000 0.0% 83% False False 3
20 0.9710 0.9255 0.0455 4.8% 0.0008 0.1% 54% False False 7
40 0.9710 0.9100 0.0610 6.4% 0.0011 0.1% 66% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9475
2.618 0.9475
1.618 0.9475
1.000 0.9475
0.618 0.9475
HIGH 0.9475
0.618 0.9475
0.500 0.9475
0.382 0.9475
LOW 0.9475
0.618 0.9475
1.000 0.9475
1.618 0.9475
2.618 0.9475
4.250 0.9475
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 0.9492 0.9511
PP 0.9483 0.9507
S1 0.9475 0.9504

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

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