CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 0.9762 0.9826 0.0064 0.7% 0.9720
High 0.9837 0.9829 -0.0008 -0.1% 0.9837
Low 0.9761 0.9772 0.0011 0.1% 0.9685
Close 0.9822 0.9797 -0.0025 -0.3% 0.9822
Range 0.0076 0.0057 -0.0019 -25.0% 0.0152
ATR 0.0069 0.0068 -0.0001 -1.2% 0.0000
Volume 124 81 -43 -34.7% 407
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9970 0.9941 0.9828
R3 0.9913 0.9884 0.9813
R2 0.9856 0.9856 0.9807
R1 0.9827 0.9827 0.9802 0.9813
PP 0.9799 0.9799 0.9799 0.9793
S1 0.9770 0.9770 0.9792 0.9756
S2 0.9742 0.9742 0.9787
S3 0.9685 0.9713 0.9781
S4 0.9628 0.9656 0.9766
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0237 1.0182 0.9906
R3 1.0085 1.0030 0.9864
R2 0.9933 0.9933 0.9850
R1 0.9878 0.9878 0.9836 0.9906
PP 0.9781 0.9781 0.9781 0.9795
S1 0.9726 0.9726 0.9808 0.9754
S2 0.9629 0.9629 0.9794
S3 0.9477 0.9574 0.9780
S4 0.9325 0.9422 0.9738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9837 0.9685 0.0152 1.6% 0.0068 0.7% 74% False False 83
10 0.9837 0.9579 0.0258 2.6% 0.0060 0.6% 84% False False 65
20 0.9837 0.9365 0.0472 4.8% 0.0061 0.6% 92% False False 48
40 0.9837 0.9288 0.0549 5.6% 0.0047 0.5% 93% False False 34
60 0.9837 0.9288 0.0549 5.6% 0.0040 0.4% 93% False False 29
80 0.9837 0.9288 0.0549 5.6% 0.0036 0.4% 93% False False 26
100 0.9837 0.9255 0.0582 5.9% 0.0030 0.3% 93% False False 23
120 0.9837 0.9100 0.0737 7.5% 0.0027 0.3% 95% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0071
2.618 0.9978
1.618 0.9921
1.000 0.9886
0.618 0.9864
HIGH 0.9829
0.618 0.9807
0.500 0.9801
0.382 0.9794
LOW 0.9772
0.618 0.9737
1.000 0.9715
1.618 0.9680
2.618 0.9623
4.250 0.9530
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 0.9801 0.9785
PP 0.9799 0.9773
S1 0.9798 0.9761

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

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