CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 0.9710 0.9530 -0.0180 -1.9% 0.9649
High 0.9710 0.9530 -0.0180 -1.9% 0.9708
Low 0.9710 0.9515 -0.0195 -2.0% 0.9624
Close 0.9710 0.9511 -0.0199 -2.0% 0.9620
Range 0.0000 0.0015 0.0015 0.0084
ATR 0.0067 0.0076 0.0009 13.7% 0.0000
Volume 3 18 15 500.0% 37
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9564 0.9552 0.9519
R3 0.9549 0.9537 0.9515
R2 0.9534 0.9534 0.9514
R1 0.9522 0.9522 0.9512 0.9521
PP 0.9519 0.9519 0.9519 0.9518
S1 0.9507 0.9507 0.9510 0.9506
S2 0.9504 0.9504 0.9508
S3 0.9489 0.9492 0.9507
S4 0.9474 0.9477 0.9503
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9903 0.9845 0.9666
R3 0.9819 0.9761 0.9643
R2 0.9735 0.9735 0.9635
R1 0.9677 0.9677 0.9628 0.9664
PP 0.9651 0.9651 0.9651 0.9644
S1 0.9593 0.9593 0.9612 0.9580
S2 0.9567 0.9567 0.9605
S3 0.9483 0.9509 0.9597
S4 0.9399 0.9425 0.9574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9710 0.9515 0.0195 2.1% 0.0008 0.1% -2% False True 10
10 0.9710 0.9399 0.0311 3.3% 0.0009 0.1% 36% False False 6
20 0.9710 0.9100 0.0610 6.4% 0.0014 0.1% 67% False False 6
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9594
2.618 0.9569
1.618 0.9554
1.000 0.9545
0.618 0.9539
HIGH 0.9530
0.618 0.9524
0.500 0.9523
0.382 0.9521
LOW 0.9515
0.618 0.9506
1.000 0.9500
1.618 0.9491
2.618 0.9476
4.250 0.9451
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 0.9523 0.9613
PP 0.9519 0.9579
S1 0.9515 0.9545

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

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