CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 0.9487 0.9524 0.0037 0.4% 0.9456
High 0.9487 0.9524 0.0037 0.4% 0.9576
Low 0.9487 0.9524 0.0037 0.4% 0.9440
Close 0.9487 0.9520 0.0033 0.3% 0.9438
Range
ATR 0.0082 0.0079 -0.0003 -3.9% 0.0000
Volume 78 36 -42 -53.8% 134
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9523 0.9521 0.9520
R3 0.9523 0.9521 0.9520
R2 0.9523 0.9523 0.9520
R1 0.9521 0.9521 0.9520 0.9522
PP 0.9523 0.9523 0.9523 0.9523
S1 0.9521 0.9521 0.9520 0.9522
S2 0.9523 0.9523 0.9520
S3 0.9523 0.9521 0.9520
S4 0.9523 0.9521 0.9520
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 0.9537 0.9369 0.0168 1.8% 0.0023 0.2% 90% False False 50
10 0.9576 0.9311 0.0265 2.8% 0.0038 0.4% 79% False False 35
20 0.9576 0.9311 0.0265 2.8% 0.0022 0.2% 79% False False 20
40 0.9710 0.9255 0.0455 4.8% 0.0015 0.2% 58% False False 13
60 0.9710 0.9100 0.0610 6.4% 0.0015 0.2% 69% False False 11
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 0.9524
2.618 0.9524
1.618 0.9524
1.000 0.9524
0.618 0.9524
HIGH 0.9524
0.618 0.9524
0.500 0.9524
0.382 0.9524
LOW 0.9524
0.618 0.9524
1.000 0.9524
1.618 0.9524
2.618 0.9524
4.250 0.9524
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 0.9524 0.9496
PP 0.9523 0.9471
S1 0.9521 0.9447

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

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