CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 0.9391 0.9320 -0.0071 -0.8% 0.9192
High 0.9391 0.9320 -0.0071 -0.8% 0.9391
Low 0.9391 0.9320 -0.0071 -0.8% 0.9192
Close 0.9391 0.9345 -0.0046 -0.5% 0.9345
Range
ATR 0.0054 0.0055 0.0001 2.3% 0.0000
Volume 5 10 5 100.0% 22
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9328 0.9337 0.9345
R3 0.9328 0.9337 0.9345
R2 0.9328 0.9328 0.9345
R1 0.9337 0.9337 0.9345 0.9333
PP 0.9328 0.9328 0.9328 0.9326
S1 0.9337 0.9337 0.9345 0.9333
S2 0.9328 0.9328 0.9345
S3 0.9328 0.9337 0.9345
S4 0.9328 0.9337 0.9345
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9906 0.9825 0.9454
R3 0.9707 0.9626 0.9400
R2 0.9508 0.9508 0.9381
R1 0.9427 0.9427 0.9363 0.9468
PP 0.9309 0.9309 0.9309 0.9330
S1 0.9228 0.9228 0.9327 0.9269
S2 0.9110 0.9110 0.9309
S3 0.8911 0.9029 0.9290
S4 0.8712 0.8830 0.9236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9391 0.9192 0.0199 2.1% 0.0014 0.2% 77% False False 4
10 0.9391 0.9192 0.0199 2.1% 0.0015 0.2% 77% False False 38
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9320
2.618 0.9320
1.618 0.9320
1.000 0.9320
0.618 0.9320
HIGH 0.9320
0.618 0.9320
0.500 0.9320
0.382 0.9320
LOW 0.9320
0.618 0.9320
1.000 0.9320
1.618 0.9320
2.618 0.9320
4.250 0.9320
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 0.9337 0.9356
PP 0.9328 0.9352
S1 0.9320 0.9349

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

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