CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 0.9402 0.9350 -0.0052 -0.6% 0.9433
High 0.9402 0.9350 -0.0052 -0.6% 0.9537
Low 0.9402 0.9338 -0.0064 -0.7% 0.9369
Close 0.9402 0.9339 -0.0063 -0.7% 0.9426
Range 0.0000 0.0012 0.0012 0.0168
ATR 0.0068 0.0067 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9378 0.9371 0.9346
R3 0.9366 0.9359 0.9342
R2 0.9354 0.9354 0.9341
R1 0.9347 0.9347 0.9340 0.9345
PP 0.9342 0.9342 0.9342 0.9341
S1 0.9335 0.9335 0.9338 0.9333
S2 0.9330 0.9330 0.9337
S3 0.9318 0.9323 0.9336
S4 0.9306 0.9311 0.9332
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 0.9430 0.9338 0.0092 1.0% 0.0003 0.0% 1% False True 7
10 0.9537 0.9338 0.0199 2.1% 0.0013 0.1% 1% False True 28
20 0.9576 0.9311 0.0265 2.8% 0.0020 0.2% 11% False False 20
40 0.9576 0.9255 0.0321 3.4% 0.0015 0.2% 26% False False 13
60 0.9710 0.9100 0.0610 6.5% 0.0013 0.1% 39% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9401
2.618 0.9381
1.618 0.9369
1.000 0.9362
0.618 0.9357
HIGH 0.9350
0.618 0.9345
0.500 0.9344
0.382 0.9343
LOW 0.9338
0.618 0.9331
1.000 0.9326
1.618 0.9319
2.618 0.9307
4.250 0.9287
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 0.9344 0.9378
PP 0.9342 0.9365
S1 0.9341 0.9352

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

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