CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 0.9393 0.9390 -0.0003 0.0% 0.9497
High 0.9434 0.9415 -0.0019 -0.2% 0.9500
Low 0.9370 0.9373 0.0003 0.0% 0.9229
Close 0.9426 0.9392 -0.0034 -0.4% 0.9261
Range 0.0064 0.0042 -0.0022 -34.4% 0.0271
ATR 0.0119 0.0114 -0.0005 -4.0% 0.0000
Volume 173 256 83 48.0% 1,225
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9519 0.9498 0.9415
R3 0.9477 0.9456 0.9404
R2 0.9435 0.9435 0.9400
R1 0.9414 0.9414 0.9396 0.9425
PP 0.9393 0.9393 0.9393 0.9399
S1 0.9372 0.9372 0.9388 0.9383
S2 0.9351 0.9351 0.9384
S3 0.9309 0.9330 0.9380
S4 0.9267 0.9288 0.9369
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 0.9434 0.9217 0.0217 2.3% 0.0105 1.1% 81% False False 268
10 0.9555 0.9217 0.0338 3.6% 0.0108 1.1% 52% False False 311
20 0.9792 0.9217 0.0575 6.1% 0.0116 1.2% 30% False False 306
40 0.9792 0.9100 0.0692 7.4% 0.0103 1.1% 42% False False 190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.9594
2.618 0.9525
1.618 0.9483
1.000 0.9457
0.618 0.9441
HIGH 0.9415
0.618 0.9399
0.500 0.9394
0.382 0.9389
LOW 0.9373
0.618 0.9347
1.000 0.9331
1.618 0.9305
2.618 0.9263
4.250 0.9195
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 0.9394 0.9370
PP 0.9393 0.9348
S1 0.9393 0.9326

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

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