CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 0.9475 0.9552 0.0077 0.8% 0.9462
High 0.9475 0.9552 0.0077 0.8% 0.9550
Low 0.9475 0.9552 0.0077 0.8% 0.9462
Close 0.9500 0.9547 0.0047 0.5% 0.9500
Range
ATR 0.0066 0.0065 -0.0001 -1.5% 0.0000
Volume 2 19 17 850.0% 19
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9550 0.9549 0.9547
R3 0.9550 0.9549 0.9547
R2 0.9550 0.9550 0.9547
R1 0.9549 0.9549 0.9547 0.9550
PP 0.9550 0.9550 0.9550 0.9551
S1 0.9549 0.9549 0.9547 0.9550
S2 0.9550 0.9550 0.9547
S3 0.9550 0.9549 0.9547
S4 0.9550 0.9549 0.9547
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9768 0.9722 0.9548
R3 0.9680 0.9634 0.9524
R2 0.9592 0.9592 0.9516
R1 0.9546 0.9546 0.9508 0.9569
PP 0.9504 0.9504 0.9504 0.9516
S1 0.9458 0.9458 0.9492 0.9481
S2 0.9416 0.9416 0.9484
S3 0.9328 0.9370 0.9476
S4 0.9240 0.9282 0.9452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9552 0.9472 0.0080 0.8% 0.0000 0.0% 94% True False 7
10 0.9552 0.9255 0.0297 3.1% 0.0000 0.0% 98% True False 4
20 0.9552 0.9255 0.0297 3.1% 0.0008 0.1% 98% True False 8
40 0.9710 0.9100 0.0610 6.4% 0.0011 0.1% 73% False False 6
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 0.9552
2.618 0.9552
1.618 0.9552
1.000 0.9552
0.618 0.9552
HIGH 0.9552
0.618 0.9552
0.500 0.9552
0.382 0.9552
LOW 0.9552
0.618 0.9552
1.000 0.9552
1.618 0.9552
2.618 0.9552
4.250 0.9552
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 0.9552 0.9535
PP 0.9550 0.9524
S1 0.9549 0.9512

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

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