CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 0.9450 0.9433 -0.0017 -0.2% 0.9456
High 0.9450 0.9537 0.0087 0.9% 0.9576
Low 0.9440 0.9433 -0.0007 -0.1% 0.9440
Close 0.9438 0.9494 0.0056 0.6% 0.9438
Range 0.0010 0.0104 0.0094 940.0% 0.0136
ATR 0.0074 0.0076 0.0002 2.9% 0.0000
Volume 33 25 -8 -24.2% 134
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9800 0.9751 0.9551
R3 0.9696 0.9647 0.9523
R2 0.9592 0.9592 0.9513
R1 0.9543 0.9543 0.9504 0.9568
PP 0.9488 0.9488 0.9488 0.9500
S1 0.9439 0.9439 0.9484 0.9464
S2 0.9384 0.9384 0.9475
S3 0.9280 0.9335 0.9465
S4 0.9176 0.9231 0.9437
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9893 0.9801 0.9513
R3 0.9757 0.9665 0.9475
R2 0.9621 0.9621 0.9463
R1 0.9529 0.9529 0.9450 0.9507
PP 0.9485 0.9485 0.9485 0.9474
S1 0.9393 0.9393 0.9426 0.9371
S2 0.9349 0.9349 0.9413
S3 0.9213 0.9257 0.9401
S4 0.9077 0.9121 0.9363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9576 0.9433 0.0143 1.5% 0.0030 0.3% 43% False True 20
10 0.9576 0.9311 0.0265 2.8% 0.0038 0.4% 69% False False 16
20 0.9576 0.9311 0.0265 2.8% 0.0022 0.2% 69% False False 11
40 0.9710 0.9255 0.0455 4.8% 0.0016 0.2% 53% False False 9
60 0.9710 0.9100 0.0610 6.4% 0.0015 0.2% 65% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9979
2.618 0.9809
1.618 0.9705
1.000 0.9641
0.618 0.9601
HIGH 0.9537
0.618 0.9497
0.500 0.9485
0.382 0.9473
LOW 0.9433
0.618 0.9369
1.000 0.9329
1.618 0.9265
2.618 0.9161
4.250 0.8991
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 0.9491 0.9491
PP 0.9488 0.9488
S1 0.9485 0.9485

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

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