CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 0.9056 0.9162 0.0106 1.2% 0.9033
High 0.9056 0.9224 0.0168 1.9% 0.9224
Low 0.9056 0.9162 0.0106 1.2% 0.9010
Close 0.9059 0.9208 0.0149 1.6% 0.9208
Range 0.0000 0.0062 0.0062 0.0214
ATR
Volume 45 2 -43 -95.6% 249
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9384 0.9358 0.9242
R3 0.9322 0.9296 0.9225
R2 0.9260 0.9260 0.9219
R1 0.9234 0.9234 0.9214 0.9247
PP 0.9198 0.9198 0.9198 0.9205
S1 0.9172 0.9172 0.9202 0.9185
S2 0.9136 0.9136 0.9197
S3 0.9074 0.9110 0.9191
S4 0.9012 0.9048 0.9174
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9789 0.9713 0.9326
R3 0.9575 0.9499 0.9267
R2 0.9361 0.9361 0.9247
R1 0.9285 0.9285 0.9228 0.9323
PP 0.9147 0.9147 0.9147 0.9167
S1 0.9071 0.9071 0.9188 0.9109
S2 0.8933 0.8933 0.9169
S3 0.8719 0.8857 0.9149
S4 0.8505 0.8643 0.9090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9224 0.9010 0.0214 2.3% 0.0051 0.6% 93% True False 49
10 0.9322 0.9010 0.0312 3.4% 0.0045 0.5% 63% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9488
2.618 0.9386
1.618 0.9324
1.000 0.9286
0.618 0.9262
HIGH 0.9224
0.618 0.9200
0.500 0.9193
0.382 0.9186
LOW 0.9162
0.618 0.9124
1.000 0.9100
1.618 0.9062
2.618 0.9000
4.250 0.8899
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 0.9203 0.9178
PP 0.9198 0.9147
S1 0.9193 0.9117

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

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