CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 0.9345 0.9475 0.0130 1.4% 0.9552
High 0.9345 0.9475 0.0130 1.4% 0.9552
Low 0.9345 0.9474 0.0129 1.4% 0.9345
Close 0.9327 0.9467 0.0140 1.5% 0.9327
Range 0.0000 0.0001 0.0001 0.0207
ATR 0.0063 0.0069 0.0006 9.6% 0.0000
Volume 5 6 1 20.0% 37
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9475 0.9472 0.9468
R3 0.9474 0.9471 0.9467
R2 0.9473 0.9473 0.9467
R1 0.9470 0.9470 0.9467 0.9471
PP 0.9472 0.9472 0.9472 0.9473
S1 0.9469 0.9469 0.9467 0.9470
S2 0.9471 0.9471 0.9467
S3 0.9470 0.9468 0.9467
S4 0.9469 0.9467 0.9466
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0029 0.9885 0.9441
R3 0.9822 0.9678 0.9384
R2 0.9615 0.9615 0.9365
R1 0.9471 0.9471 0.9346 0.9440
PP 0.9408 0.9408 0.9408 0.9392
S1 0.9264 0.9264 0.9308 0.9233
S2 0.9201 0.9201 0.9289
S3 0.8994 0.9057 0.9270
S4 0.8787 0.8850 0.9213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9538 0.9345 0.0193 2.0% 0.0013 0.1% 63% False False 4
10 0.9552 0.9345 0.0207 2.2% 0.0007 0.1% 59% False False 6
20 0.9552 0.9255 0.0297 3.1% 0.0006 0.1% 71% False False 7
40 0.9710 0.9220 0.0490 5.2% 0.0009 0.1% 50% False False 6
60 0.9710 0.9024 0.0686 7.2% 0.0011 0.1% 65% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9478
1.618 0.9477
1.000 0.9476
0.618 0.9476
HIGH 0.9475
0.618 0.9475
0.500 0.9475
0.382 0.9474
LOW 0.9474
0.618 0.9473
1.000 0.9473
1.618 0.9472
2.618 0.9471
4.250 0.9470
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 0.9475 0.9448
PP 0.9472 0.9429
S1 0.9470 0.9410

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

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