CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 0.9220 0.9232 0.0012 0.1% 0.9100
High 0.9220 0.9232 0.0012 0.1% 0.9350
Low 0.9220 0.9232 0.0012 0.1% 0.9100
Close 0.9220 0.9232 0.0012 0.1% 0.9232
Range
ATR 0.0069 0.0065 -0.0004 -5.9% 0.0000
Volume 1 4 3 300.0% 39
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9232 0.9232 0.9232
R3 0.9232 0.9232 0.9232
R2 0.9232 0.9232 0.9232
R1 0.9232 0.9232 0.9232 0.9232
PP 0.9232 0.9232 0.9232 0.9232
S1 0.9232 0.9232 0.9232 0.9232
S2 0.9232 0.9232 0.9232
S3 0.9232 0.9232 0.9232
S4 0.9232 0.9232 0.9232
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9977 0.9855 0.9370
R3 0.9727 0.9605 0.9301
R2 0.9477 0.9477 0.9278
R1 0.9355 0.9355 0.9255 0.9416
PP 0.9227 0.9227 0.9227 0.9258
S1 0.9105 0.9105 0.9209 0.9166
S2 0.8977 0.8977 0.9186
S3 0.8727 0.8855 0.9163
S4 0.8477 0.8605 0.9095
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% 0.0010 0.1% 53% False False 7
10 0.9360 0.9100 0.0260 2.8% 0.0015 0.2% 51% False False 10
20 0.9391 0.9100 0.0291 3.2% 0.0015 0.2% 45% False False 24
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 0.9232
2.618 0.9232
1.618 0.9232
1.000 0.9232
0.618 0.9232
HIGH 0.9232
0.618 0.9232
0.500 0.9232
0.382 0.9232
LOW 0.9232
0.618 0.9232
1.000 0.9232
1.618 0.9232
2.618 0.9232
4.250 0.9232
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 0.9232 0.9285
PP 0.9232 0.9267
S1 0.9232 0.9250

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

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