CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 0.9297 0.9163 -0.0134 -1.4% 0.9278
High 0.9354 0.9199 -0.0155 -1.7% 0.9372
Low 0.9140 0.9108 -0.0032 -0.4% 0.9108
Close 0.9173 0.9155 -0.0018 -0.2% 0.9155
Range 0.0214 0.0091 -0.0123 -57.5% 0.0264
ATR 0.0089 0.0089 0.0000 0.2% 0.0000
Volume 49 219 170 346.9% 410
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9427 0.9382 0.9205
R3 0.9336 0.9291 0.9180
R2 0.9245 0.9245 0.9172
R1 0.9200 0.9200 0.9163 0.9177
PP 0.9154 0.9154 0.9154 0.9143
S1 0.9109 0.9109 0.9147 0.9086
S2 0.9063 0.9063 0.9138
S3 0.8972 0.9018 0.9130
S4 0.8881 0.8927 0.9105
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1.0004 0.9843 0.9300
R3 0.9740 0.9579 0.9228
R2 0.9476 0.9476 0.9203
R1 0.9315 0.9315 0.9179 0.9264
PP 0.9212 0.9212 0.9212 0.9186
S1 0.9051 0.9051 0.9131 0.9000
S2 0.8948 0.8948 0.9107
S3 0.8684 0.8787 0.9082
S4 0.8420 0.8523 0.9010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9372 0.9108 0.0264 2.9% 0.0108 1.2% 18% False True 82
10 0.9434 0.9108 0.0326 3.6% 0.0090 1.0% 14% False True 71
20 0.9434 0.9010 0.0424 4.6% 0.0070 0.8% 34% False False 77
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9586
2.618 0.9437
1.618 0.9346
1.000 0.9290
0.618 0.9255
HIGH 0.9199
0.618 0.9164
0.500 0.9154
0.382 0.9143
LOW 0.9108
0.618 0.9052
1.000 0.9017
1.618 0.8961
2.618 0.8870
4.250 0.8721
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 0.9155 0.9240
PP 0.9154 0.9212
S1 0.9154 0.9183

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

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