CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 0.9399 0.9500 0.0101 1.1% 0.9100
High 0.9399 0.9500 0.0101 1.1% 0.9350
Low 0.9399 0.9480 0.0081 0.9% 0.9100
Close 0.9399 0.9503 0.0104 1.1% 0.9232
Range 0.0000 0.0020 0.0020 0.0250
ATR 0.0068 0.0070 0.0002 3.5% 0.0000
Volume 7 0 -7 -100.0% 39
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9554 0.9549 0.9514
R3 0.9534 0.9529 0.9509
R2 0.9514 0.9514 0.9507
R1 0.9509 0.9509 0.9505 0.9512
PP 0.9494 0.9494 0.9494 0.9496
S1 0.9489 0.9489 0.9501 0.9492
S2 0.9474 0.9474 0.9499
S3 0.9454 0.9469 0.9498
S4 0.9434 0.9449 0.9492
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 0.9500 0.9232 0.0268 2.8% 0.0012 0.1% 101% True False 2
10 0.9500 0.9100 0.0400 4.2% 0.0012 0.1% 101% True False 6
20 0.9500 0.9100 0.0400 4.2% 0.0014 0.1% 101% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9585
2.618 0.9552
1.618 0.9532
1.000 0.9520
0.618 0.9512
HIGH 0.9500
0.618 0.9492
0.500 0.9490
0.382 0.9488
LOW 0.9480
0.618 0.9468
1.000 0.9460
1.618 0.9448
2.618 0.9428
4.250 0.9395
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 0.9499 0.9485
PP 0.9494 0.9467
S1 0.9490 0.9450

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

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