CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 0.9511 0.9584 0.0073 0.8% 0.9593
High 0.9631 0.9584 -0.0047 -0.5% 0.9792
Low 0.9449 0.9487 0.0038 0.4% 0.9578
Close 0.9625 0.9538 -0.0087 -0.9% 0.9633
Range 0.0182 0.0097 -0.0085 -46.7% 0.0214
ATR 0.0118 0.0119 0.0001 1.2% 0.0000
Volume 539 338 -201 -37.3% 1,545
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9827 0.9780 0.9591
R3 0.9730 0.9683 0.9565
R2 0.9633 0.9633 0.9556
R1 0.9586 0.9586 0.9547 0.9561
PP 0.9536 0.9536 0.9536 0.9524
S1 0.9489 0.9489 0.9529 0.9464
S2 0.9439 0.9439 0.9520
S3 0.9342 0.9392 0.9511
S4 0.9245 0.9295 0.9485
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 0.9740 0.9449 0.0291 3.1% 0.0147 1.5% 31% False False 402
10 0.9792 0.9449 0.0343 3.6% 0.0124 1.3% 26% False False 300
20 0.9792 0.9100 0.0692 7.3% 0.0111 1.2% 63% False False 195
40 0.9792 0.9010 0.0782 8.2% 0.0088 0.9% 68% False False 131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9996
2.618 0.9838
1.618 0.9741
1.000 0.9681
0.618 0.9644
HIGH 0.9584
0.618 0.9547
0.500 0.9536
0.382 0.9524
LOW 0.9487
0.618 0.9427
1.000 0.9390
1.618 0.9330
2.618 0.9233
4.250 0.9075
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 0.9537 0.9595
PP 0.9536 0.9576
S1 0.9536 0.9557

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

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