CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 0.9247 0.9364 0.0117 1.3% 0.9497
High 0.9383 0.9385 0.0002 0.0% 0.9500
Low 0.9242 0.9229 -0.0013 -0.1% 0.9229
Close 0.9378 0.9261 -0.0117 -1.2% 0.9261
Range 0.0141 0.0156 0.0015 10.6% 0.0271
ATR 0.0119 0.0121 0.0003 2.3% 0.0000
Volume 241 196 -45 -18.7% 1,225
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9760 0.9666 0.9347
R3 0.9604 0.9510 0.9304
R2 0.9448 0.9448 0.9290
R1 0.9354 0.9354 0.9275 0.9323
PP 0.9292 0.9292 0.9292 0.9276
S1 0.9198 0.9198 0.9247 0.9167
S2 0.9136 0.9136 0.9232
S3 0.8980 0.9042 0.9218
S4 0.8824 0.8886 0.9175
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0143 0.9973 0.9410
R3 0.9872 0.9702 0.9336
R2 0.9601 0.9601 0.9311
R1 0.9431 0.9431 0.9286 0.9381
PP 0.9330 0.9330 0.9330 0.9305
S1 0.9160 0.9160 0.9236 0.9110
S2 0.9059 0.9059 0.9211
S3 0.8788 0.8889 0.9186
S4 0.8517 0.8618 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9500 0.9229 0.0271 2.9% 0.0130 1.4% 12% False True 245
10 0.9740 0.9229 0.0511 5.5% 0.0132 1.4% 6% False True 318
20 0.9792 0.9229 0.0563 6.1% 0.0115 1.2% 6% False True 264
40 0.9792 0.9100 0.0692 7.5% 0.0100 1.1% 23% False False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0048
2.618 0.9793
1.618 0.9637
1.000 0.9541
0.618 0.9481
HIGH 0.9385
0.618 0.9325
0.500 0.9307
0.382 0.9289
LOW 0.9229
0.618 0.9133
1.000 0.9073
1.618 0.8977
2.618 0.8821
4.250 0.8566
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 0.9307 0.9307
PP 0.9292 0.9292
S1 0.9276 0.9276

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

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