CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.9805 0.9763 -0.0042 -0.4% 0.9721
High 0.9820 0.9774 -0.0046 -0.5% 0.9820
Low 0.9805 0.9762 -0.0043 -0.4% 0.9679
Close 0.9811 0.9786 -0.0025 -0.3% 0.9811
Range 0.0015 0.0012 -0.0003 -20.0% 0.0141
ATR 0.0043 0.0044 0.0000 0.9% 0.0000
Volume 47 10 -37 -78.7% 101
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9810 0.9810 0.9793
R3 0.9798 0.9798 0.9789
R2 0.9786 0.9786 0.9788
R1 0.9786 0.9786 0.9787 0.9786
PP 0.9774 0.9774 0.9774 0.9774
S1 0.9774 0.9774 0.9785 0.9774
S2 0.9762 0.9762 0.9784
S3 0.9750 0.9762 0.9783
S4 0.9738 0.9750 0.9779
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0193 1.0143 0.9889
R3 1.0052 1.0002 0.9850
R2 0.9911 0.9911 0.9837
R1 0.9861 0.9861 0.9824 0.9886
PP 0.9770 0.9770 0.9770 0.9783
S1 0.9720 0.9720 0.9798 0.9745
S2 0.9629 0.9629 0.9785
S3 0.9488 0.9579 0.9772
S4 0.9347 0.9438 0.9733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9679 0.0141 1.4% 0.0030 0.3% 76% False False 15
10 0.9820 0.9620 0.0200 2.0% 0.0023 0.2% 83% False False 20
20 0.9820 0.9363 0.0457 4.7% 0.0018 0.2% 93% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9825
2.618 0.9805
1.618 0.9793
1.000 0.9786
0.618 0.9781
HIGH 0.9774
0.618 0.9769
0.500 0.9768
0.382 0.9767
LOW 0.9762
0.618 0.9755
1.000 0.9750
1.618 0.9743
2.618 0.9731
4.250 0.9711
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.9780 0.9774
PP 0.9774 0.9762
S1 0.9768 0.9750

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

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