CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 0.9330 0.9278 -0.0052 -0.6% 0.9267
High 0.9375 0.9281 -0.0094 -1.0% 0.9434
Low 0.9310 0.9222 -0.0088 -0.9% 0.9171
Close 0.9348 0.9276 -0.0072 -0.8% 0.9348
Range 0.0065 0.0059 -0.0006 -9.2% 0.0263
ATR 0.0074 0.0078 0.0004 5.0% 0.0000
Volume 61 29 -32 -52.5% 307
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9437 0.9415 0.9308
R3 0.9378 0.9356 0.9292
R2 0.9319 0.9319 0.9287
R1 0.9297 0.9297 0.9281 0.9279
PP 0.9260 0.9260 0.9260 0.9250
S1 0.9238 0.9238 0.9271 0.9220
S2 0.9201 0.9201 0.9265
S3 0.9142 0.9179 0.9260
S4 0.9083 0.9120 0.9244
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0107 0.9990 0.9493
R3 0.9844 0.9727 0.9420
R2 0.9581 0.9581 0.9396
R1 0.9464 0.9464 0.9372 0.9523
PP 0.9318 0.9318 0.9318 0.9347
S1 0.9201 0.9201 0.9324 0.9260
S2 0.9055 0.9055 0.9300
S3 0.8792 0.8938 0.9276
S4 0.8529 0.8675 0.9203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9434 0.9222 0.0212 2.3% 0.0065 0.7% 25% False True 52
10 0.9434 0.9171 0.0263 2.8% 0.0067 0.7% 40% False False 91
20 0.9434 0.9010 0.0424 4.6% 0.0056 0.6% 63% False False 64
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9532
2.618 0.9435
1.618 0.9376
1.000 0.9340
0.618 0.9317
HIGH 0.9281
0.618 0.9258
0.500 0.9252
0.382 0.9245
LOW 0.9222
0.618 0.9186
1.000 0.9163
1.618 0.9127
2.618 0.9068
4.250 0.8971
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 0.9268 0.9328
PP 0.9260 0.9311
S1 0.9252 0.9293

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

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