CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 0.9649 0.9700 0.0051 0.5% 0.9347
High 0.9649 0.9700 0.0051 0.5% 0.9568
Low 0.9649 0.9700 0.0051 0.5% 0.9347
Close 0.9649 0.9638 -0.0011 -0.1% 0.9562
Range
ATR 0.0071 0.0070 -0.0001 -2.0% 0.0000
Volume 4 0 -4 -100.0% 11
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9679 0.9659 0.9638
R3 0.9679 0.9659 0.9638
R2 0.9679 0.9679 0.9638
R1 0.9659 0.9659 0.9638 0.9669
PP 0.9679 0.9679 0.9679 0.9685
S1 0.9659 0.9659 0.9638 0.9669
S2 0.9679 0.9679 0.9638
S3 0.9679 0.9659 0.9638
S4 0.9679 0.9659 0.9638
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 1.0155 1.0080 0.9684
R3 0.9934 0.9859 0.9623
R2 0.9713 0.9713 0.9603
R1 0.9638 0.9638 0.9582 0.9676
PP 0.9492 0.9492 0.9492 0.9511
S1 0.9417 0.9417 0.9542 0.9455
S2 0.9271 0.9271 0.9521
S3 0.9050 0.9196 0.9501
S4 0.8829 0.8975 0.9440
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9399 0.0301 3.1% 0.0010 0.1% 79% True False 2
10 0.9700 0.9220 0.0480 5.0% 0.0009 0.1% 87% True False 2
20 0.9700 0.9100 0.0600 6.2% 0.0013 0.1% 90% True False 6
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 0.9700
2.618 0.9700
1.618 0.9700
1.000 0.9700
0.618 0.9700
HIGH 0.9700
0.618 0.9700
0.500 0.9700
0.382 0.9700
LOW 0.9700
0.618 0.9700
1.000 0.9700
1.618 0.9700
2.618 0.9700
4.250 0.9700
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 0.9700 0.9632
PP 0.9679 0.9625
S1 0.9659 0.9619

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

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