CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 0.9824 0.9830 0.0006 0.1% 0.9826
High 0.9824 0.9842 0.0018 0.2% 0.9935
Low 0.9767 0.9780 0.0013 0.1% 0.9772
Close 0.9801 0.9823 0.0022 0.2% 0.9841
Range 0.0057 0.0062 0.0005 8.8% 0.0163
ATR 0.0071 0.0070 -0.0001 -0.9% 0.0000
Volume 403 178 -225 -55.8% 1,545
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0001 0.9974 0.9857
R3 0.9939 0.9912 0.9840
R2 0.9877 0.9877 0.9834
R1 0.9850 0.9850 0.9829 0.9833
PP 0.9815 0.9815 0.9815 0.9806
S1 0.9788 0.9788 0.9817 0.9771
S2 0.9753 0.9753 0.9812
S3 0.9691 0.9726 0.9806
S4 0.9629 0.9664 0.9789
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0338 1.0253 0.9931
R3 1.0175 1.0090 0.9886
R2 1.0012 1.0012 0.9871
R1 0.9927 0.9927 0.9856 0.9970
PP 0.9849 0.9849 0.9849 0.9871
S1 0.9764 0.9764 0.9826 0.9807
S2 0.9686 0.9686 0.9811
S3 0.9523 0.9601 0.9796
S4 0.9360 0.9438 0.9751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9935 0.9767 0.0168 1.7% 0.0072 0.7% 33% False False 360
10 0.9935 0.9685 0.0250 2.5% 0.0071 0.7% 55% False False 236
20 0.9935 0.9365 0.0570 5.8% 0.0063 0.6% 80% False False 146
40 0.9935 0.9288 0.0647 6.6% 0.0054 0.6% 83% False False 83
60 0.9935 0.9288 0.0647 6.6% 0.0045 0.5% 83% False False 61
80 0.9935 0.9288 0.0647 6.6% 0.0040 0.4% 83% False False 52
100 0.9935 0.9255 0.0680 6.9% 0.0033 0.3% 84% False False 42
120 0.9935 0.9220 0.0715 7.3% 0.0029 0.3% 84% False False 36
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0106
2.618 1.0004
1.618 0.9942
1.000 0.9904
0.618 0.9880
HIGH 0.9842
0.618 0.9818
0.500 0.9811
0.382 0.9804
LOW 0.9780
0.618 0.9742
1.000 0.9718
1.618 0.9680
2.618 0.9618
4.250 0.9517
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 0.9819 0.9851
PP 0.9815 0.9842
S1 0.9811 0.9832

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

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