CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 0.9679 0.9670 -0.0009 -0.1% 0.9593
High 0.9713 0.9722 0.0009 0.1% 0.9792
Low 0.9584 0.9635 0.0051 0.5% 0.9578
Close 0.9633 0.9719 0.0086 0.9% 0.9633
Range 0.0129 0.0087 -0.0042 -32.6% 0.0214
ATR 0.0104 0.0103 -0.0001 -1.0% 0.0000
Volume 801 266 -535 -66.8% 1,545
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9953 0.9923 0.9767
R3 0.9866 0.9836 0.9743
R2 0.9779 0.9779 0.9735
R1 0.9749 0.9749 0.9727 0.9764
PP 0.9692 0.9692 0.9692 0.9700
S1 0.9662 0.9662 0.9711 0.9677
S2 0.9605 0.9605 0.9703
S3 0.9518 0.9575 0.9695
S4 0.9431 0.9488 0.9671
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0310 1.0185 0.9751
R3 1.0096 0.9971 0.9692
R2 0.9882 0.9882 0.9672
R1 0.9757 0.9757 0.9653 0.9820
PP 0.9668 0.9668 0.9668 0.9699
S1 0.9543 0.9543 0.9613 0.9606
S2 0.9454 0.9454 0.9594
S3 0.9240 0.9329 0.9574
S4 0.9026 0.9115 0.9515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9792 0.9584 0.0208 2.1% 0.0103 1.1% 65% False False 314
10 0.9792 0.9357 0.0435 4.5% 0.0099 1.0% 83% False False 231
20 0.9792 0.9100 0.0692 7.1% 0.0104 1.1% 89% False False 156
40 0.9792 0.9010 0.0782 8.0% 0.0080 0.8% 91% False False 110
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0092
2.618 0.9950
1.618 0.9863
1.000 0.9809
0.618 0.9776
HIGH 0.9722
0.618 0.9689
0.500 0.9679
0.382 0.9668
LOW 0.9635
0.618 0.9581
1.000 0.9548
1.618 0.9494
2.618 0.9407
4.250 0.9265
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 0.9706 0.9709
PP 0.9692 0.9698
S1 0.9679 0.9688

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

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