CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 0.9415 0.9400 -0.0015 -0.2% 0.9458
High 0.9415 0.9400 -0.0015 -0.2% 0.9458
Low 0.9415 0.9400 -0.0015 -0.2% 0.9256
Close 0.9419 0.9385 -0.0034 -0.4% 0.9256
Range
ATR 0.0068 0.0065 -0.0004 -5.2% 0.0000
Volume 3 3 0 0.0% 71
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9395 0.9390 0.9385
R3 0.9395 0.9390 0.9385
R2 0.9395 0.9395 0.9385
R1 0.9390 0.9390 0.9385 0.9393
PP 0.9395 0.9395 0.9395 0.9396
S1 0.9390 0.9390 0.9385 0.9393
S2 0.9395 0.9395 0.9385
S3 0.9395 0.9390 0.9385
S4 0.9395 0.9390 0.9385
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9929 0.9795 0.9367
R3 0.9727 0.9593 0.9312
R2 0.9525 0.9525 0.9293
R1 0.9391 0.9391 0.9275 0.9357
PP 0.9323 0.9323 0.9323 0.9307
S1 0.9189 0.9189 0.9237 0.9155
S2 0.9121 0.9121 0.9219
S3 0.8919 0.8987 0.9200
S4 0.8717 0.8785 0.9145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9415 0.9255 0.0160 1.7% 0.0000 0.0% 81% False False 4
10 0.9493 0.9255 0.0238 2.5% 0.0015 0.2% 55% False False 8
20 0.9710 0.9255 0.0455 4.8% 0.0011 0.1% 29% False False 8
40 0.9710 0.9100 0.0610 6.5% 0.0012 0.1% 47% False False 8
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 0.9400
2.618 0.9400
1.618 0.9400
1.000 0.9400
0.618 0.9400
HIGH 0.9400
0.618 0.9400
0.500 0.9400
0.382 0.9400
LOW 0.9400
0.618 0.9400
1.000 0.9400
1.618 0.9400
2.618 0.9400
4.250 0.9400
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 0.9400 0.9368
PP 0.9395 0.9352
S1 0.9390 0.9335

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

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