CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 0.9100 0.9225 0.0125 1.4% 0.9273
High 0.9150 0.9225 0.0075 0.8% 0.9360
Low 0.9100 0.9225 0.0125 1.4% 0.9150
Close 0.9197 0.9225 0.0028 0.3% 0.9151
Range 0.0050 0.0000 -0.0050 -100.0% 0.0210
ATR 0.0061 0.0059 -0.0002 -3.9% 0.0000
Volume 14 15 1 7.1% 61
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9225 0.9225 0.9225
R3 0.9225 0.9225 0.9225
R2 0.9225 0.9225 0.9225
R1 0.9225 0.9225 0.9225 0.9225
PP 0.9225 0.9225 0.9225 0.9225
S1 0.9225 0.9225 0.9225 0.9225
S2 0.9225 0.9225 0.9225
S3 0.9225 0.9225 0.9225
S4 0.9225 0.9225 0.9225
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9850 0.9711 0.9267
R3 0.9640 0.9501 0.9209
R2 0.9430 0.9430 0.9190
R1 0.9291 0.9291 0.9170 0.9256
PP 0.9220 0.9220 0.9220 0.9203
S1 0.9081 0.9081 0.9132 0.9046
S2 0.9010 0.9010 0.9113
S3 0.8800 0.8871 0.9093
S4 0.8590 0.8661 0.9036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9360 0.9100 0.0260 2.8% 0.0030 0.3% 48% False False 10
10 0.9391 0.9100 0.0291 3.2% 0.0018 0.2% 43% False False 10
20 0.9391 0.9024 0.0367 4.0% 0.0015 0.2% 55% False False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9225
2.618 0.9225
1.618 0.9225
1.000 0.9225
0.618 0.9225
HIGH 0.9225
0.618 0.9225
0.500 0.9225
0.382 0.9225
LOW 0.9225
0.618 0.9225
1.000 0.9225
1.618 0.9225
2.618 0.9225
4.250 0.9225
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 0.9225 0.9204
PP 0.9225 0.9183
S1 0.9225 0.9163

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

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