CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 0.9825 0.9755 -0.0070 -0.7% 0.9826
High 0.9825 0.9827 0.0002 0.0% 0.9935
Low 0.9722 0.9751 0.0029 0.3% 0.9772
Close 0.9754 0.9773 0.0019 0.2% 0.9841
Range 0.0103 0.0076 -0.0027 -26.2% 0.0163
ATR 0.0072 0.0073 0.0000 0.3% 0.0000
Volume 128 241 113 88.3% 1,545
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0012 0.9968 0.9815
R3 0.9936 0.9892 0.9794
R2 0.9860 0.9860 0.9787
R1 0.9816 0.9816 0.9780 0.9838
PP 0.9784 0.9784 0.9784 0.9795
S1 0.9740 0.9740 0.9766 0.9762
S2 0.9708 0.9708 0.9759
S3 0.9632 0.9664 0.9752
S4 0.9556 0.9588 0.9731
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 0.9722 0.0213 2.2% 0.0084 0.9% 24% False False 315
10 0.9935 0.9722 0.0213 2.2% 0.0072 0.7% 24% False False 261
20 0.9935 0.9470 0.0465 4.8% 0.0067 0.7% 65% False False 163
40 0.9935 0.9288 0.0647 6.6% 0.0056 0.6% 75% False False 91
60 0.9935 0.9288 0.0647 6.6% 0.0047 0.5% 75% False False 67
80 0.9935 0.9288 0.0647 6.6% 0.0039 0.4% 75% False False 56
100 0.9935 0.9255 0.0680 7.0% 0.0034 0.4% 76% False False 46
120 0.9935 0.9255 0.0680 7.0% 0.0031 0.3% 76% False False 39
Crabel Price Patterns
NR True
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0150
2.618 1.0026
1.618 0.9950
1.000 0.9903
0.618 0.9874
HIGH 0.9827
0.618 0.9798
0.500 0.9789
0.382 0.9780
LOW 0.9751
0.618 0.9704
1.000 0.9675
1.618 0.9628
2.618 0.9552
4.250 0.9428
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 0.9789 0.9782
PP 0.9784 0.9779
S1 0.9778 0.9776

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

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