CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 0.9524 0.9550 0.0026 0.3% 0.9262
High 0.9524 0.9550 0.0026 0.3% 0.9415
Low 0.9524 0.9550 0.0026 0.3% 0.9255
Close 0.9524 0.9549 0.0025 0.3% 0.9278
Range
ATR 0.0074 0.0071 -0.0003 -4.6% 0.0000
Volume 9 0 -9 -100.0% 12
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9550 0.9549 0.9549
R3 0.9550 0.9549 0.9549
R2 0.9550 0.9550 0.9549
R1 0.9549 0.9549 0.9549 0.9550
PP 0.9550 0.9550 0.9550 0.9550
S1 0.9549 0.9549 0.9549 0.9550
S2 0.9550 0.9550 0.9549
S3 0.9550 0.9549 0.9549
S4 0.9550 0.9549 0.9549
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 0.9550 0.9278 0.0272 2.8% 0.0001 0.0% 100% True False 2
10 0.9550 0.9255 0.0295 3.1% 0.0006 0.1% 100% True False 5
20 0.9710 0.9255 0.0455 4.8% 0.0010 0.1% 65% False False 7
40 0.9710 0.9100 0.0610 6.4% 0.0011 0.1% 74% 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 0.9550
2.618 0.9550
1.618 0.9550
1.000 0.9550
0.618 0.9550
HIGH 0.9550
0.618 0.9550
0.500 0.9550
0.382 0.9550
LOW 0.9550
0.618 0.9550
1.000 0.9550
1.618 0.9550
2.618 0.9550
4.250 0.9550
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 0.9550 0.9535
PP 0.9550 0.9520
S1 0.9549 0.9506

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

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