CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 0.9249 0.9267 0.0018 0.2% 0.9033
High 0.9350 0.9303 -0.0047 -0.5% 0.9224
Low 0.9244 0.9249 0.0005 0.1% 0.9010
Close 0.9250 0.9250 0.0000 0.0% 0.9208
Range 0.0106 0.0054 -0.0052 -49.1% 0.0214
ATR 0.0000 0.0072 0.0072 0.0000
Volume 30 309 279 930.0% 249
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9429 0.9394 0.9280
R3 0.9375 0.9340 0.9265
R2 0.9321 0.9321 0.9260
R1 0.9286 0.9286 0.9255 0.9277
PP 0.9267 0.9267 0.9267 0.9263
S1 0.9232 0.9232 0.9245 0.9223
S2 0.9213 0.9213 0.9240
S3 0.9159 0.9178 0.9235
S4 0.9105 0.9124 0.9220
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 0.9350 0.9056 0.0294 3.2% 0.0044 0.5% 66% False False 77
10 0.9350 0.9010 0.0340 3.7% 0.0048 0.5% 71% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9533
2.618 0.9444
1.618 0.9390
1.000 0.9357
0.618 0.9336
HIGH 0.9303
0.618 0.9282
0.500 0.9276
0.382 0.9270
LOW 0.9249
0.618 0.9216
1.000 0.9195
1.618 0.9162
2.618 0.9108
4.250 0.9020
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 0.9276 0.9297
PP 0.9267 0.9281
S1 0.9259 0.9266

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

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