CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 0.9510 0.9457 -0.0053 -0.6% 0.9475
High 0.9510 0.9491 -0.0019 -0.2% 0.9556
Low 0.9510 0.9457 -0.0053 -0.6% 0.9311
Close 0.9506 0.9486 -0.0020 -0.2% 0.9407
Range 0.0000 0.0034 0.0034 0.0245
ATR 0.0078 0.0076 -0.0002 -2.6% 0.0000
Volume 18 24 6 33.3% 11
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9580 0.9567 0.9505
R3 0.9546 0.9533 0.9495
R2 0.9512 0.9512 0.9492
R1 0.9499 0.9499 0.9489 0.9506
PP 0.9478 0.9478 0.9478 0.9481
S1 0.9465 0.9465 0.9483 0.9472
S2 0.9444 0.9444 0.9480
S3 0.9410 0.9431 0.9477
S4 0.9376 0.9397 0.9467
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0160 1.0028 0.9542
R3 0.9915 0.9783 0.9474
R2 0.9670 0.9670 0.9452
R1 0.9538 0.9538 0.9429 0.9482
PP 0.9425 0.9425 0.9425 0.9396
S1 0.9293 0.9293 0.9385 0.9237
S2 0.9180 0.9180 0.9362
S3 0.8935 0.9048 0.9340
S4 0.8690 0.8803 0.9272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9311 0.0265 2.8% 0.0053 0.6% 66% False False 20
10 0.9576 0.9311 0.0265 2.8% 0.0026 0.3% 66% False False 11
20 0.9576 0.9278 0.0298 3.1% 0.0017 0.2% 70% False False 8
40 0.9710 0.9255 0.0455 4.8% 0.0014 0.1% 51% False False 8
60 0.9710 0.9100 0.0610 6.4% 0.0014 0.1% 63% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9636
2.618 0.9580
1.618 0.9546
1.000 0.9525
0.618 0.9512
HIGH 0.9491
0.618 0.9478
0.500 0.9474
0.382 0.9470
LOW 0.9457
0.618 0.9436
1.000 0.9423
1.618 0.9402
2.618 0.9368
4.250 0.9313
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 0.9482 0.9517
PP 0.9478 0.9506
S1 0.9474 0.9496

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

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