CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 0.9800 0.9825 0.0025 0.3% 0.9763
High 0.9890 0.9828 -0.0062 -0.6% 0.9910
Low 0.9800 0.9764 -0.0036 -0.4% 0.9762
Close 0.9826 0.9789 -0.0037 -0.4% 0.9826
Range 0.0090 0.0064 -0.0026 -28.9% 0.0148
ATR 0.0050 0.0051 0.0001 2.0% 0.0000
Volume 65 116 51 78.5% 101
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9986 0.9951 0.9824
R3 0.9922 0.9887 0.9807
R2 0.9858 0.9858 0.9801
R1 0.9823 0.9823 0.9795 0.9809
PP 0.9794 0.9794 0.9794 0.9786
S1 0.9759 0.9759 0.9783 0.9745
S2 0.9730 0.9730 0.9777
S3 0.9666 0.9695 0.9771
S4 0.9602 0.9631 0.9754
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 0.9764 0.0146 1.5% 0.0052 0.5% 17% False True 41
10 0.9910 0.9679 0.0231 2.4% 0.0041 0.4% 48% False False 28
20 0.9910 0.9363 0.0547 5.6% 0.0030 0.3% 78% False False 27
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 1.0100
2.618 0.9996
1.618 0.9932
1.000 0.9892
0.618 0.9868
HIGH 0.9828
0.618 0.9804
0.500 0.9796
0.382 0.9788
LOW 0.9764
0.618 0.9724
1.000 0.9700
1.618 0.9660
2.618 0.9596
4.250 0.9492
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 0.9796 0.9827
PP 0.9794 0.9814
S1 0.9791 0.9802

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

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