CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 0.9456 0.9576 0.0120 1.3% 0.9475
High 0.9456 0.9576 0.0120 1.3% 0.9556
Low 0.9456 0.9576 0.0120 1.3% 0.9311
Close 0.9456 0.9574 0.0118 1.2% 0.9407
Range
ATR 0.0076 0.0079 0.0003 4.2% 0.0000
Volume 58 1 -57 -98.3% 11
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9575 0.9575 0.9574
R3 0.9575 0.9575 0.9574
R2 0.9575 0.9575 0.9574
R1 0.9575 0.9575 0.9574 0.9575
PP 0.9575 0.9575 0.9575 0.9576
S1 0.9575 0.9575 0.9574 0.9575
S2 0.9575 0.9575 0.9574
S3 0.9575 0.9575 0.9574
S4 0.9575 0.9575 0.9574
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0160 1.0028 0.9542
R3 0.9915 0.9783 0.9474
R2 0.9670 0.9670 0.9452
R1 0.9538 0.9538 0.9429 0.9482
PP 0.9425 0.9425 0.9425 0.9396
S1 0.9293 0.9293 0.9385 0.9237
S2 0.9180 0.9180 0.9362
S3 0.8935 0.9048 0.9340
S4 0.8690 0.8803 0.9272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9311 0.0265 2.8% 0.0046 0.5% 99% True False 12
10 0.9576 0.9311 0.0265 2.8% 0.0029 0.3% 99% True False 8
20 0.9576 0.9278 0.0298 3.1% 0.0015 0.2% 99% True False 6
40 0.9710 0.9255 0.0455 4.8% 0.0013 0.1% 70% False False 7
60 0.9710 0.9100 0.0610 6.4% 0.0014 0.1% 78% False False 13
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.9576
2.618 0.9576
1.618 0.9576
1.000 0.9576
0.618 0.9576
HIGH 0.9576
0.618 0.9576
0.500 0.9576
0.382 0.9576
LOW 0.9576
0.618 0.9576
1.000 0.9576
1.618 0.9576
2.618 0.9576
4.250 0.9576
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 0.9576 0.9531
PP 0.9575 0.9487
S1 0.9575 0.9444

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

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