CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 0.9457 0.9450 -0.0007 -0.1% 0.9456
High 0.9491 0.9450 -0.0041 -0.4% 0.9576
Low 0.9457 0.9440 -0.0017 -0.2% 0.9440
Close 0.9486 0.9438 -0.0048 -0.5% 0.9438
Range 0.0034 0.0010 -0.0024 -70.6% 0.0136
ATR 0.0076 0.0074 -0.0002 -2.8% 0.0000
Volume 24 33 9 37.5% 134
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9473 0.9465 0.9444
R3 0.9463 0.9455 0.9441
R2 0.9453 0.9453 0.9440
R1 0.9445 0.9445 0.9439 0.9444
PP 0.9443 0.9443 0.9443 0.9442
S1 0.9435 0.9435 0.9437 0.9434
S2 0.9433 0.9433 0.9436
S3 0.9423 0.9425 0.9435
S4 0.9413 0.9415 0.9433
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9893 0.9801 0.9513
R3 0.9757 0.9665 0.9475
R2 0.9621 0.9621 0.9463
R1 0.9529 0.9529 0.9450 0.9507
PP 0.9485 0.9485 0.9485 0.9474
S1 0.9393 0.9393 0.9426 0.9371
S2 0.9349 0.9349 0.9413
S3 0.9213 0.9257 0.9401
S4 0.9077 0.9121 0.9363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9440 0.0136 1.4% 0.0009 0.1% -1% False True 26
10 0.9576 0.9311 0.0265 2.8% 0.0027 0.3% 48% False False 14
20 0.9576 0.9311 0.0265 2.8% 0.0017 0.2% 48% False False 10
40 0.9710 0.9255 0.0455 4.8% 0.0013 0.1% 40% False False 9
60 0.9710 0.9100 0.0610 6.5% 0.0014 0.1% 55% False False 8
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 0.9493
2.618 0.9476
1.618 0.9466
1.000 0.9460
0.618 0.9456
HIGH 0.9450
0.618 0.9446
0.500 0.9445
0.382 0.9444
LOW 0.9440
0.618 0.9434
1.000 0.9430
1.618 0.9424
2.618 0.9414
4.250 0.9398
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 0.9445 0.9475
PP 0.9443 0.9463
S1 0.9440 0.9450

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

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