CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 0.9490 0.9532 0.0042 0.4% 0.9649
High 0.9490 0.9532 0.0042 0.4% 0.9708
Low 0.9490 0.9532 0.0042 0.4% 0.9624
Close 0.9619 0.9532 -0.0087 -0.9% 0.9620
Range
ATR 0.0072 0.0073 0.0001 1.5% 0.0000
Volume 10 12 2 20.0% 37
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9532 0.9532 0.9532
R3 0.9532 0.9532 0.9532
R2 0.9532 0.9532 0.9532
R1 0.9532 0.9532 0.9532 0.9532
PP 0.9532 0.9532 0.9532 0.9532
S1 0.9532 0.9532 0.9532 0.9532
S2 0.9532 0.9532 0.9532
S3 0.9532 0.9532 0.9532
S4 0.9532 0.9532 0.9532
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 0.9490 0.0220 2.3% 0.0003 0.0% 19% False False 11
10 0.9710 0.9490 0.0220 2.3% 0.0007 0.1% 19% False False 8
20 0.9710 0.9100 0.0610 6.4% 0.0009 0.1% 71% False False 7
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 0.9532
2.618 0.9532
1.618 0.9532
1.000 0.9532
0.618 0.9532
HIGH 0.9532
0.618 0.9532
0.500 0.9532
0.382 0.9532
LOW 0.9532
0.618 0.9532
1.000 0.9532
1.618 0.9532
2.618 0.9532
4.250 0.9532
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 0.9532 0.9525
PP 0.9532 0.9518
S1 0.9532 0.9511

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

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