CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 0.9680 0.9682 0.0002 0.0% 0.9465
High 0.9680 0.9704 0.0024 0.2% 0.9704
Low 0.9680 0.9681 0.0001 0.0% 0.9465
Close 0.9682 0.9696 0.0014 0.1% 0.9696
Range 0.0000 0.0023 0.0023 0.0239
ATR 0.0043 0.0041 -0.0001 -3.3% 0.0000
Volume 4 6 2 50.0% 99
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9763 0.9752 0.9709
R3 0.9740 0.9729 0.9702
R2 0.9717 0.9717 0.9700
R1 0.9706 0.9706 0.9698 0.9712
PP 0.9694 0.9694 0.9694 0.9696
S1 0.9683 0.9683 0.9694 0.9689
S2 0.9671 0.9671 0.9692
S3 0.9648 0.9660 0.9690
S4 0.9625 0.9637 0.9683
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0339 1.0256 0.9827
R3 1.0100 1.0017 0.9762
R2 0.9861 0.9861 0.9740
R1 0.9778 0.9778 0.9718 0.9820
PP 0.9622 0.9622 0.9622 0.9642
S1 0.9539 0.9539 0.9674 0.9581
S2 0.9383 0.9383 0.9652
S3 0.9144 0.9300 0.9630
S4 0.8905 0.9061 0.9565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9704 0.9465 0.0239 2.5% 0.0016 0.2% 97% True False 19
10 0.9704 0.9363 0.0341 3.5% 0.0018 0.2% 98% True False 26
20 0.9704 0.9301 0.0403 4.2% 0.0016 0.2% 98% True False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9802
2.618 0.9764
1.618 0.9741
1.000 0.9727
0.618 0.9718
HIGH 0.9704
0.618 0.9695
0.500 0.9693
0.382 0.9690
LOW 0.9681
0.618 0.9667
1.000 0.9658
1.618 0.9644
2.618 0.9621
4.250 0.9583
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 0.9695 0.9694
PP 0.9694 0.9692
S1 0.9693 0.9690

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

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