CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 0.9430 0.9400 -0.0030 -0.3% 0.9433
High 0.9430 0.9400 -0.0030 -0.3% 0.9537
Low 0.9430 0.9397 -0.0033 -0.3% 0.9369
Close 0.9426 0.9433 0.0007 0.1% 0.9426
Range 0.0000 0.0003 0.0003 0.0168
ATR 0.0080 0.0076 -0.0004 -4.5% 0.0000
Volume 14 16 2 14.3% 232
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9419 0.9429 0.9435
R3 0.9416 0.9426 0.9434
R2 0.9413 0.9413 0.9434
R1 0.9423 0.9423 0.9433 0.9418
PP 0.9410 0.9410 0.9410 0.9408
S1 0.9420 0.9420 0.9433 0.9415
S2 0.9407 0.9407 0.9432
S3 0.9404 0.9417 0.9432
S4 0.9401 0.9414 0.9431
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 0.9524 0.9369 0.0155 1.6% 0.0001 0.0% 41% False False 44
10 0.9576 0.9369 0.0207 2.2% 0.0015 0.2% 31% False False 32
20 0.9576 0.9311 0.0265 2.8% 0.0022 0.2% 46% False False 20
40 0.9576 0.9255 0.0321 3.4% 0.0015 0.2% 55% False False 14
60 0.9710 0.9100 0.0610 6.5% 0.0015 0.2% 55% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9413
2.618 0.9408
1.618 0.9405
1.000 0.9403
0.618 0.9402
HIGH 0.9400
0.618 0.9399
0.500 0.9399
0.382 0.9398
LOW 0.9397
0.618 0.9395
1.000 0.9394
1.618 0.9392
2.618 0.9389
4.250 0.9384
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 0.9422 0.9461
PP 0.9410 0.9451
S1 0.9399 0.9442

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

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