CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 0.9496 0.9513 0.0017 0.2% 0.9354
High 0.9528 0.9513 -0.0015 -0.2% 0.9528
Low 0.9496 0.9513 0.0017 0.2% 0.9318
Close 0.9523 0.9513 -0.0010 -0.1% 0.9513
Range 0.0032 0.0000 -0.0032 -100.0% 0.0210
ATR 0.0060 0.0056 -0.0004 -6.0% 0.0000
Volume 11 11 0 0.0% 77
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9513 0.9513 0.9513
R3 0.9513 0.9513 0.9513
R2 0.9513 0.9513 0.9513
R1 0.9513 0.9513 0.9513 0.9513
PP 0.9513 0.9513 0.9513 0.9513
S1 0.9513 0.9513 0.9513 0.9513
S2 0.9513 0.9513 0.9513
S3 0.9513 0.9513 0.9513
S4 0.9513 0.9513 0.9513
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0083 1.0008 0.9629
R3 0.9873 0.9798 0.9571
R2 0.9663 0.9663 0.9552
R1 0.9588 0.9588 0.9532 0.9626
PP 0.9453 0.9453 0.9453 0.9472
S1 0.9378 0.9378 0.9494 0.9416
S2 0.9243 0.9243 0.9475
S3 0.9033 0.9168 0.9455
S4 0.8823 0.8958 0.9398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9528 0.9318 0.0210 2.2% 0.0031 0.3% 93% False False 15
10 0.9528 0.9288 0.0240 2.5% 0.0036 0.4% 94% False False 21
20 0.9755 0.9288 0.0467 4.9% 0.0033 0.3% 48% False False 20
40 0.9755 0.9288 0.0467 4.9% 0.0029 0.3% 48% False False 19
60 0.9755 0.9288 0.0467 4.9% 0.0027 0.3% 48% False False 19
80 0.9755 0.9255 0.0500 5.3% 0.0022 0.2% 52% False False 16
100 0.9755 0.9100 0.0655 6.9% 0.0020 0.2% 63% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9513
2.618 0.9513
1.618 0.9513
1.000 0.9513
0.618 0.9513
HIGH 0.9513
0.618 0.9513
0.500 0.9513
0.382 0.9513
LOW 0.9513
0.618 0.9513
1.000 0.9513
1.618 0.9513
2.618 0.9513
4.250 0.9513
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 0.9513 0.9488
PP 0.9513 0.9464
S1 0.9513 0.9439

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

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