CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 0.9497 0.9464 -0.0033 -0.3% 0.9485
High 0.9497 0.9464 -0.0033 -0.3% 0.9606
Low 0.9445 0.9464 0.0019 0.2% 0.9485
Close 0.9464 0.9464 0.0000 0.0% 0.9602
Range 0.0052 0.0000 -0.0052 -100.0% 0.0121
ATR 0.0040 0.0037 -0.0003 -7.1% 0.0000
Volume 9 19 10 111.1% 56
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9464 0.9464 0.9464
R3 0.9464 0.9464 0.9464
R2 0.9464 0.9464 0.9464
R1 0.9464 0.9464 0.9464 0.9464
PP 0.9464 0.9464 0.9464 0.9464
S1 0.9464 0.9464 0.9464 0.9464
S2 0.9464 0.9464 0.9464
S3 0.9464 0.9464 0.9464
S4 0.9464 0.9464 0.9464
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9927 0.9886 0.9669
R3 0.9806 0.9765 0.9635
R2 0.9685 0.9685 0.9624
R1 0.9644 0.9644 0.9613 0.9665
PP 0.9564 0.9564 0.9564 0.9575
S1 0.9523 0.9523 0.9591 0.9544
S2 0.9443 0.9443 0.9580
S3 0.9322 0.9402 0.9569
S4 0.9201 0.9281 0.9535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9606 0.9445 0.0161 1.7% 0.0015 0.2% 12% False False 18
10 0.9606 0.9420 0.0186 2.0% 0.0010 0.1% 24% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9464
2.618 0.9464
1.618 0.9464
1.000 0.9464
0.618 0.9464
HIGH 0.9464
0.618 0.9464
0.500 0.9464
0.382 0.9464
LOW 0.9464
0.618 0.9464
1.000 0.9464
1.618 0.9464
2.618 0.9464
4.250 0.9464
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 0.9464 0.9515
PP 0.9464 0.9498
S1 0.9464 0.9481

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

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