CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 0.9706 0.9714 0.0008 0.1% 0.9465
High 0.9750 0.9747 -0.0003 0.0% 0.9704
Low 0.9706 0.9714 0.0008 0.1% 0.9465
Close 0.9728 0.9726 -0.0002 0.0% 0.9696
Range 0.0044 0.0033 -0.0011 -25.0% 0.0239
ATR 0.0040 0.0040 -0.0001 -1.3% 0.0000
Volume 2 3 1 50.0% 99
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9828 0.9810 0.9744
R3 0.9795 0.9777 0.9735
R2 0.9762 0.9762 0.9732
R1 0.9744 0.9744 0.9729 0.9753
PP 0.9729 0.9729 0.9729 0.9734
S1 0.9711 0.9711 0.9723 0.9720
S2 0.9696 0.9696 0.9720
S3 0.9663 0.9678 0.9717
S4 0.9630 0.9645 0.9708
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 0.9750 0.9680 0.0070 0.7% 0.0020 0.2% 66% False False 10
10 0.9750 0.9363 0.0387 4.0% 0.0021 0.2% 94% False False 24
20 0.9750 0.9363 0.0387 4.0% 0.0016 0.2% 94% False False 24
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 0.9887
2.618 0.9833
1.618 0.9800
1.000 0.9780
0.618 0.9767
HIGH 0.9747
0.618 0.9734
0.500 0.9731
0.382 0.9727
LOW 0.9714
0.618 0.9694
1.000 0.9681
1.618 0.9661
2.618 0.9628
4.250 0.9574
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 0.9731 0.9728
PP 0.9729 0.9727
S1 0.9728 0.9727

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

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