CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 0.9715 0.9511 -0.0204 -2.1% 0.9593
High 0.9740 0.9631 -0.0109 -1.1% 0.9792
Low 0.9500 0.9449 -0.0051 -0.5% 0.9578
Close 0.9518 0.9625 0.0107 1.1% 0.9633
Range 0.0240 0.0182 -0.0058 -24.2% 0.0214
ATR 0.0113 0.0118 0.0005 4.4% 0.0000
Volume 69 539 470 681.2% 1,545
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0114 1.0052 0.9725
R3 0.9932 0.9870 0.9675
R2 0.9750 0.9750 0.9658
R1 0.9688 0.9688 0.9642 0.9719
PP 0.9568 0.9568 0.9568 0.9584
S1 0.9506 0.9506 0.9608 0.9537
S2 0.9386 0.9386 0.9592
S3 0.9204 0.9324 0.9575
S4 0.9022 0.9142 0.9525
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 0.9449 0.0343 3.6% 0.0158 1.6% 51% False True 386
10 0.9792 0.9413 0.0379 3.9% 0.0125 1.3% 56% False False 270
20 0.9792 0.9100 0.0692 7.2% 0.0117 1.2% 76% False False 181
40 0.9792 0.9010 0.0782 8.1% 0.0088 0.9% 79% False False 123
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0405
2.618 1.0107
1.618 0.9925
1.000 0.9813
0.618 0.9743
HIGH 0.9631
0.618 0.9561
0.500 0.9540
0.382 0.9519
LOW 0.9449
0.618 0.9337
1.000 0.9267
1.618 0.9155
2.618 0.8973
4.250 0.8676
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 0.9597 0.9615
PP 0.9568 0.9605
S1 0.9540 0.9595

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

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