CME Canadian Dollar Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 0.9978 0.9932 -0.0046 -0.5% 0.9760
High 1.0010 0.9972 -0.0038 -0.4% 0.9917
Low 0.9935 0.9891 -0.0044 -0.4% 0.9760
Close 0.9954 0.9961 0.0007 0.1% 0.9888
Range 0.0075 0.0081 0.0006 8.0% 0.0157
ATR 0.0072 0.0073 0.0001 0.9% 0.0000
Volume 202 287 85 42.1% 1,174
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0184 1.0154 1.0006
R3 1.0103 1.0073 0.9983
R2 1.0022 1.0022 0.9976
R1 0.9992 0.9992 0.9968 1.0007
PP 0.9941 0.9941 0.9941 0.9949
S1 0.9911 0.9911 0.9954 0.9926
S2 0.9860 0.9860 0.9946
S3 0.9779 0.9830 0.9939
S4 0.9698 0.9749 0.9916
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 1.0326 1.0264 0.9974
R3 1.0169 1.0107 0.9931
R2 1.0012 1.0012 0.9917
R1 0.9950 0.9950 0.9902 0.9981
PP 0.9855 0.9855 0.9855 0.9871
S1 0.9793 0.9793 0.9874 0.9824
S2 0.9698 0.9698 0.9859
S3 0.9541 0.9636 0.9845
S4 0.9384 0.9479 0.9802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9868 0.0142 1.4% 0.0067 0.7% 65% False False 162
10 1.0010 0.9701 0.0309 3.1% 0.0067 0.7% 84% False False 193
20 1.0010 0.9701 0.0309 3.1% 0.0069 0.7% 84% False False 227
40 1.0010 0.9365 0.0645 6.5% 0.0063 0.6% 92% False False 133
60 1.0010 0.9288 0.0722 7.2% 0.0053 0.5% 93% False False 95
80 1.0010 0.9288 0.0722 7.2% 0.0046 0.5% 93% False False 76
100 1.0010 0.9288 0.0722 7.2% 0.0041 0.4% 93% False False 65
120 1.0010 0.9255 0.0755 7.6% 0.0036 0.4% 94% False False 55
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0316
2.618 1.0184
1.618 1.0103
1.000 1.0053
0.618 1.0022
HIGH 0.9972
0.618 0.9941
0.500 0.9932
0.382 0.9922
LOW 0.9891
0.618 0.9841
1.000 0.9810
1.618 0.9760
2.618 0.9679
4.250 0.9547
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 0.9951 0.9958
PP 0.9941 0.9954
S1 0.9932 0.9951

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

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