CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 0.9890 0.9800 -0.0090 -0.9% 0.9763
High 0.9890 0.9890 0.0000 0.0% 0.9910
Low 0.9847 0.9800 -0.0047 -0.5% 0.9762
Close 0.9854 0.9826 -0.0028 -0.3% 0.9826
Range 0.0043 0.0090 0.0047 109.3% 0.0148
ATR 0.0047 0.0050 0.0003 6.6% 0.0000
Volume 16 65 49 306.3% 101
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0109 1.0057 0.9876
R3 1.0019 0.9967 0.9851
R2 0.9929 0.9929 0.9843
R1 0.9877 0.9877 0.9834 0.9903
PP 0.9839 0.9839 0.9839 0.9852
S1 0.9787 0.9787 0.9818 0.9813
S2 0.9749 0.9749 0.9810
S3 0.9659 0.9697 0.9801
S4 0.9569 0.9607 0.9777
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0277 1.0199 0.9907
R3 1.0129 1.0051 0.9867
R2 0.9981 0.9981 0.9853
R1 0.9903 0.9903 0.9840 0.9942
PP 0.9833 0.9833 0.9833 0.9852
S1 0.9755 0.9755 0.9812 0.9794
S2 0.9685 0.9685 0.9799
S3 0.9537 0.9607 0.9785
S4 0.9389 0.9459 0.9745
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% 0.0042 0.4% 43% False False 20
10 0.9910 0.9679 0.0231 2.4% 0.0035 0.4% 64% False False 20
20 0.9910 0.9363 0.0547 5.6% 0.0027 0.3% 85% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.0273
2.618 1.0126
1.618 1.0036
1.000 0.9980
0.618 0.9946
HIGH 0.9890
0.618 0.9856
0.500 0.9845
0.382 0.9834
LOW 0.9800
0.618 0.9744
1.000 0.9710
1.618 0.9654
2.618 0.9564
4.250 0.9418
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 0.9845 0.9855
PP 0.9839 0.9845
S1 0.9832 0.9836

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

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