CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 0.9192 0.9260 0.0068 0.7% 0.9202
High 0.9233 0.9260 0.0027 0.3% 0.9339
Low 0.9192 0.9260 0.0068 0.7% 0.9202
Close 0.9219 0.9314 0.0095 1.0% 0.9281
Range 0.0041 0.0000 -0.0041 -100.0% 0.0137
ATR
Volume 3 3 0 0.0% 358
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9278 0.9296 0.9314
R3 0.9278 0.9296 0.9314
R2 0.9278 0.9278 0.9314
R1 0.9296 0.9296 0.9314 0.9287
PP 0.9278 0.9278 0.9278 0.9274
S1 0.9296 0.9296 0.9314 0.9287
S2 0.9278 0.9278 0.9314
S3 0.9278 0.9296 0.9314
S4 0.9278 0.9296 0.9314
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9685 0.9620 0.9356
R3 0.9548 0.9483 0.9319
R2 0.9411 0.9411 0.9306
R1 0.9346 0.9346 0.9294 0.9379
PP 0.9274 0.9274 0.9274 0.9290
S1 0.9209 0.9209 0.9268 0.9242
S2 0.9137 0.9137 0.9256
S3 0.9000 0.9072 0.9243
S4 0.8863 0.8935 0.9206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9315 0.9192 0.0123 1.3% 0.0019 0.2% 99% False False 72
10 0.9339 0.9024 0.0315 3.4% 0.0012 0.1% 92% False False 37
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9260
2.618 0.9260
1.618 0.9260
1.000 0.9260
0.618 0.9260
HIGH 0.9260
0.618 0.9260
0.500 0.9260
0.382 0.9260
LOW 0.9260
0.618 0.9260
1.000 0.9260
1.618 0.9260
2.618 0.9260
4.250 0.9260
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 0.9296 0.9294
PP 0.9278 0.9274
S1 0.9260 0.9254

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

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