CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 0.9524 0.9430 -0.0094 -1.0% 0.9433
High 0.9524 0.9430 -0.0094 -1.0% 0.9537
Low 0.9524 0.9430 -0.0094 -1.0% 0.9369
Close 0.9520 0.9426 -0.0094 -1.0% 0.9426
Range
ATR 0.0079 0.0080 0.0001 1.0% 0.0000
Volume 36 14 -22 -61.1% 232
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9429 0.9427 0.9426
R3 0.9429 0.9427 0.9426
R2 0.9429 0.9429 0.9426
R1 0.9427 0.9427 0.9426 0.9428
PP 0.9429 0.9429 0.9429 0.9429
S1 0.9427 0.9427 0.9426 0.9428
S2 0.9429 0.9429 0.9426
S3 0.9429 0.9427 0.9426
S4 0.9429 0.9427 0.9426
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9948 0.9855 0.9518
R3 0.9780 0.9687 0.9472
R2 0.9612 0.9612 0.9457
R1 0.9519 0.9519 0.9441 0.9482
PP 0.9444 0.9444 0.9444 0.9425
S1 0.9351 0.9351 0.9411 0.9314
S2 0.9276 0.9276 0.9395
S3 0.9108 0.9183 0.9380
S4 0.8940 0.9015 0.9334
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% 0.0021 0.2% 34% False False 46
10 0.9576 0.9369 0.0207 2.2% 0.0015 0.2% 28% False False 36
20 0.9576 0.9311 0.0265 2.8% 0.0022 0.2% 43% False False 20
40 0.9710 0.9255 0.0455 4.8% 0.0015 0.2% 38% False False 14
60 0.9710 0.9100 0.0610 6.5% 0.0015 0.2% 53% 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 0.9430
2.618 0.9430
1.618 0.9430
1.000 0.9430
0.618 0.9430
HIGH 0.9430
0.618 0.9430
0.500 0.9430
0.382 0.9430
LOW 0.9430
0.618 0.9430
1.000 0.9430
1.618 0.9430
2.618 0.9430
4.250 0.9430
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 0.9430 0.9477
PP 0.9429 0.9460
S1 0.9427 0.9443

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

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