CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 0.9278 0.9462 0.0184 2.0% 0.9262
High 0.9278 0.9465 0.0187 2.0% 0.9415
Low 0.9278 0.9462 0.0184 2.0% 0.9255
Close 0.9278 0.9478 0.0200 2.2% 0.9278
Range 0.0000 0.0003 0.0003 0.0160
ATR 0.0068 0.0076 0.0009 12.5% 0.0000
Volume 2 0 -2 -100.0% 12
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9477 0.9481 0.9480
R3 0.9474 0.9478 0.9479
R2 0.9471 0.9471 0.9479
R1 0.9475 0.9475 0.9478 0.9473
PP 0.9468 0.9468 0.9468 0.9468
S1 0.9472 0.9472 0.9478 0.9470
S2 0.9465 0.9465 0.9477
S3 0.9462 0.9469 0.9477
S4 0.9459 0.9466 0.9476
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9796 0.9697 0.9366
R3 0.9636 0.9537 0.9322
R2 0.9476 0.9476 0.9307
R1 0.9377 0.9377 0.9293 0.9427
PP 0.9316 0.9316 0.9316 0.9341
S1 0.9217 0.9217 0.9263 0.9267
S2 0.9156 0.9156 0.9249
S3 0.8996 0.9057 0.9234
S4 0.8836 0.8897 0.9190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9465 0.9255 0.0210 2.2% 0.0001 0.0% 106% True False 1
10 0.9465 0.9255 0.0210 2.2% 0.0006 0.1% 106% True False 8
20 0.9710 0.9255 0.0455 4.8% 0.0010 0.1% 49% False False 8
40 0.9710 0.9100 0.0610 6.4% 0.0011 0.1% 62% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9478
2.618 0.9473
1.618 0.9470
1.000 0.9468
0.618 0.9467
HIGH 0.9465
0.618 0.9464
0.500 0.9464
0.382 0.9463
LOW 0.9462
0.618 0.9460
1.000 0.9459
1.618 0.9457
2.618 0.9454
4.250 0.9449
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 0.9473 0.9443
PP 0.9468 0.9407
S1 0.9464 0.9372

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

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