CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 0.9350 0.9220 -0.0130 -1.4% 0.9273
High 0.9350 0.9220 -0.0130 -1.4% 0.9360
Low 0.9350 0.9220 -0.0130 -1.4% 0.9150
Close 0.9362 0.9220 -0.0142 -1.5% 0.9151
Range
ATR 0.0064 0.0069 0.0006 8.8% 0.0000
Volume 5 1 -4 -80.0% 61
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9220 0.9220 0.9220
R3 0.9220 0.9220 0.9220
R2 0.9220 0.9220 0.9220
R1 0.9220 0.9220 0.9220 0.9220
PP 0.9220 0.9220 0.9220 0.9220
S1 0.9220 0.9220 0.9220 0.9220
S2 0.9220 0.9220 0.9220
S3 0.9220 0.9220 0.9220
S4 0.9220 0.9220 0.9220
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 0.9350 0.9100 0.0250 2.7% 0.0012 0.1% 48% False False 11
10 0.9360 0.9100 0.0260 2.8% 0.0015 0.2% 46% False False 10
20 0.9391 0.9100 0.0291 3.2% 0.0015 0.2% 41% False False 23
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9220
2.618 0.9220
1.618 0.9220
1.000 0.9220
0.618 0.9220
HIGH 0.9220
0.618 0.9220
0.500 0.9220
0.382 0.9220
LOW 0.9220
0.618 0.9220
1.000 0.9220
1.618 0.9220
2.618 0.9220
4.250 0.9220
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 0.9220 0.9285
PP 0.9220 0.9263
S1 0.9220 0.9242

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

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