CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 0.9860 0.9890 0.0030 0.3% 0.9721
High 0.9910 0.9890 -0.0020 -0.2% 0.9820
Low 0.9860 0.9847 -0.0013 -0.1% 0.9679
Close 0.9896 0.9854 -0.0042 -0.4% 0.9811
Range 0.0050 0.0043 -0.0007 -14.0% 0.0141
ATR 0.0047 0.0047 0.0000 0.4% 0.0000
Volume 3 16 13 433.3% 101
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9993 0.9966 0.9878
R3 0.9950 0.9923 0.9866
R2 0.9907 0.9907 0.9862
R1 0.9880 0.9880 0.9858 0.9872
PP 0.9864 0.9864 0.9864 0.9860
S1 0.9837 0.9837 0.9850 0.9829
S2 0.9821 0.9821 0.9846
S3 0.9778 0.9794 0.9842
S4 0.9735 0.9751 0.9830
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 0.9910 0.9762 0.0148 1.5% 0.0027 0.3% 62% False False 16
10 0.9910 0.9679 0.0231 2.3% 0.0028 0.3% 76% False False 14
20 0.9910 0.9363 0.0547 5.6% 0.0023 0.2% 90% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0073
2.618 1.0003
1.618 0.9960
1.000 0.9933
0.618 0.9917
HIGH 0.9890
0.618 0.9874
0.500 0.9869
0.382 0.9863
LOW 0.9847
0.618 0.9820
1.000 0.9804
1.618 0.9777
2.618 0.9734
4.250 0.9664
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 0.9869 0.9870
PP 0.9864 0.9865
S1 0.9859 0.9859

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

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