CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 0.9708 0.9675 -0.0033 -0.3% 0.9347
High 0.9708 0.9701 -0.0007 -0.1% 0.9568
Low 0.9708 0.9675 -0.0033 -0.3% 0.9347
Close 0.9711 0.9660 -0.0051 -0.5% 0.9562
Range 0.0000 0.0026 0.0026 0.0221
ATR 0.0070 0.0067 -0.0002 -3.5% 0.0000
Volume 20 1 -19 -95.0% 11
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9757 0.9734 0.9674
R3 0.9731 0.9708 0.9667
R2 0.9705 0.9705 0.9665
R1 0.9682 0.9682 0.9662 0.9681
PP 0.9679 0.9679 0.9679 0.9678
S1 0.9656 0.9656 0.9658 0.9655
S2 0.9653 0.9653 0.9655
S3 0.9627 0.9630 0.9653
S4 0.9601 0.9604 0.9646
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 0.9708 0.9538 0.0170 1.8% 0.0011 0.1% 72% False False 5
10 0.9708 0.9232 0.0476 4.9% 0.0012 0.1% 90% False False 4
20 0.9708 0.9100 0.0608 6.3% 0.0013 0.1% 92% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9812
2.618 0.9769
1.618 0.9743
1.000 0.9727
0.618 0.9717
HIGH 0.9701
0.618 0.9691
0.500 0.9688
0.382 0.9685
LOW 0.9675
0.618 0.9659
1.000 0.9649
1.618 0.9633
2.618 0.9607
4.250 0.9565
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 0.9688 0.9692
PP 0.9679 0.9681
S1 0.9669 0.9671

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

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