CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 0.9580 0.9578 -0.0002 0.0% 0.9460
High 0.9590 0.9620 0.0030 0.3% 0.9567
Low 0.9580 0.9578 -0.0002 0.0% 0.9410
Close 0.9585 0.9583 -0.0002 0.0% 0.9524
Range 0.0010 0.0042 0.0032 320.0% 0.0157
ATR 0.0063 0.0061 -0.0001 -2.4% 0.0000
Volume 2 13 11 550.0% 83
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9720 0.9693 0.9606
R3 0.9678 0.9651 0.9595
R2 0.9636 0.9636 0.9591
R1 0.9609 0.9609 0.9587 0.9623
PP 0.9594 0.9594 0.9594 0.9600
S1 0.9567 0.9567 0.9579 0.9581
S2 0.9552 0.9552 0.9575
S3 0.9510 0.9525 0.9571
S4 0.9468 0.9483 0.9560
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9971 0.9905 0.9610
R3 0.9814 0.9748 0.9567
R2 0.9657 0.9657 0.9553
R1 0.9591 0.9591 0.9538 0.9624
PP 0.9500 0.9500 0.9500 0.9517
S1 0.9434 0.9434 0.9510 0.9467
S2 0.9343 0.9343 0.9495
S3 0.9186 0.9277 0.9481
S4 0.9029 0.9120 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9620 0.9437 0.0183 1.9% 0.0020 0.2% 80% True False 19
10 0.9620 0.9338 0.0282 2.9% 0.0018 0.2% 87% True False 14
20 0.9620 0.9338 0.0282 2.9% 0.0017 0.2% 87% True False 23
40 0.9620 0.9255 0.0365 3.8% 0.0016 0.2% 90% True False 15
60 0.9710 0.9255 0.0455 4.7% 0.0015 0.2% 72% False False 12
80 0.9710 0.9100 0.0610 6.4% 0.0015 0.2% 79% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9799
2.618 0.9730
1.618 0.9688
1.000 0.9662
0.618 0.9646
HIGH 0.9620
0.618 0.9604
0.500 0.9599
0.382 0.9594
LOW 0.9578
0.618 0.9552
1.000 0.9536
1.618 0.9510
2.618 0.9468
4.250 0.9400
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 0.9599 0.9594
PP 0.9594 0.9590
S1 0.9588 0.9587

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

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