CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 0.9364 0.9241 -0.0123 -1.3% 0.9497
High 0.9385 0.9329 -0.0056 -0.6% 0.9500
Low 0.9229 0.9235 0.0006 0.1% 0.9229
Close 0.9261 0.9269 0.0008 0.1% 0.9261
Range 0.0156 0.0094 -0.0062 -39.7% 0.0271
ATR 0.0121 0.0119 -0.0002 -1.6% 0.0000
Volume 196 468 272 138.8% 1,225
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9560 0.9508 0.9321
R3 0.9466 0.9414 0.9295
R2 0.9372 0.9372 0.9286
R1 0.9320 0.9320 0.9278 0.9346
PP 0.9278 0.9278 0.9278 0.9291
S1 0.9226 0.9226 0.9260 0.9252
S2 0.9184 0.9184 0.9252
S3 0.9090 0.9132 0.9243
S4 0.8996 0.9038 0.9217
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 0.9405 0.9229 0.0176 1.9% 0.0119 1.3% 23% False False 304
10 0.9740 0.9229 0.0511 5.5% 0.0133 1.4% 8% False False 338
20 0.9792 0.9229 0.0563 6.1% 0.0116 1.3% 7% False False 284
40 0.9792 0.9100 0.0692 7.5% 0.0102 1.1% 24% False False 185
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9729
2.618 0.9575
1.618 0.9481
1.000 0.9423
0.618 0.9387
HIGH 0.9329
0.618 0.9293
0.500 0.9282
0.382 0.9271
LOW 0.9235
0.618 0.9177
1.000 0.9141
1.618 0.9083
2.618 0.8989
4.250 0.8836
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 0.9282 0.9307
PP 0.9278 0.9294
S1 0.9273 0.9282

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

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