CME Canadian Dollar Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.9762 0.9829 0.0067 0.7% 0.9732
High 0.9847 0.9837 -0.0010 -0.1% 0.9847
Low 0.9757 0.9774 0.0017 0.2% 0.9684
Close 0.9827 0.9802 -0.0025 -0.3% 0.9827
Range 0.0090 0.0063 -0.0027 -30.0% 0.0163
ATR 0.0094 0.0092 -0.0002 -2.4% 0.0000
Volume 58,419 18,892 -39,527 -67.7% 391,203
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9993 0.9961 0.9837
R3 0.9930 0.9898 0.9819
R2 0.9867 0.9867 0.9814
R1 0.9835 0.9835 0.9808 0.9820
PP 0.9804 0.9804 0.9804 0.9797
S1 0.9772 0.9772 0.9796 0.9757
S2 0.9741 0.9741 0.9790
S3 0.9678 0.9709 0.9785
S4 0.9615 0.9646 0.9767
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0275 1.0214 0.9917
R3 1.0112 1.0051 0.9872
R2 0.9949 0.9949 0.9857
R1 0.9888 0.9888 0.9842 0.9919
PP 0.9786 0.9786 0.9786 0.9801
S1 0.9725 0.9725 0.9812 0.9756
S2 0.9623 0.9623 0.9797
S3 0.9460 0.9562 0.9782
S4 0.9297 0.9399 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9847 0.9684 0.0163 1.7% 0.0079 0.8% 72% False False 64,598
10 0.9847 0.9575 0.0272 2.8% 0.0078 0.8% 83% False False 76,636
20 0.9847 0.9362 0.0485 4.9% 0.0095 1.0% 91% False False 79,610
40 0.9847 0.9274 0.0573 5.8% 0.0098 1.0% 92% False False 80,692
60 0.9847 0.9274 0.0573 5.8% 0.0097 1.0% 92% False False 73,611
80 0.9847 0.9274 0.0573 5.8% 0.0103 1.1% 92% False False 58,485
100 0.9847 0.9217 0.0630 6.4% 0.0106 1.1% 93% False False 46,843
120 0.9847 0.9100 0.0747 7.6% 0.0106 1.1% 94% False False 39,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 1.0002
1.618 0.9939
1.000 0.9900
0.618 0.9876
HIGH 0.9837
0.618 0.9813
0.500 0.9806
0.382 0.9798
LOW 0.9774
0.618 0.9735
1.000 0.9711
1.618 0.9672
2.618 0.9609
4.250 0.9506
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.9806 0.9790
PP 0.9804 0.9778
S1 0.9803 0.9766

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

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