CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 0.9258 0.9356 0.0098 1.1% 0.9278
High 0.9371 0.9356 -0.0015 -0.2% 0.9372
Low 0.9245 0.9230 -0.0015 -0.2% 0.9108
Close 0.9364 0.9223 -0.0141 -1.5% 0.9155
Range 0.0126 0.0126 0.0000 0.0% 0.0264
ATR 0.0092 0.0095 0.0003 3.2% 0.0000
Volume 53 79 26 49.1% 410
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9648 0.9561 0.9292
R3 0.9522 0.9435 0.9258
R2 0.9396 0.9396 0.9246
R1 0.9309 0.9309 0.9235 0.9290
PP 0.9270 0.9270 0.9270 0.9260
S1 0.9183 0.9183 0.9211 0.9164
S2 0.9144 0.9144 0.9200
S3 0.9018 0.9057 0.9188
S4 0.8892 0.8931 0.9154
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 0.9371 0.9100 0.0271 2.9% 0.0103 1.1% 45% False False 106
10 0.9375 0.9100 0.0275 3.0% 0.0103 1.1% 45% False False 78
20 0.9434 0.9100 0.0334 3.6% 0.0082 0.9% 37% False False 80
Crabel Price Patterns
NR False
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 0.0019
Fibonacci Retracements and Extensions
4.250 0.9892
2.618 0.9686
1.618 0.9560
1.000 0.9482
0.618 0.9434
HIGH 0.9356
0.618 0.9308
0.500 0.9293
0.382 0.9278
LOW 0.9230
0.618 0.9152
1.000 0.9104
1.618 0.9026
2.618 0.8900
4.250 0.8695
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 0.9293 0.9271
PP 0.9270 0.9255
S1 0.9246 0.9239

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

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