CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 0.9620 0.9675 0.0055 0.6% 0.9584
High 0.9662 0.9690 0.0028 0.3% 0.9584
Low 0.9620 0.9675 0.0055 0.6% 0.9363
Close 0.9638 0.9680 0.0042 0.4% 0.9496
Range 0.0042 0.0015 -0.0027 -64.3% 0.0221
ATR 0.0046 0.0046 0.0000 1.0% 0.0000
Volume 9 74 65 722.2% 163
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9727 0.9718 0.9688
R3 0.9712 0.9703 0.9684
R2 0.9697 0.9697 0.9683
R1 0.9688 0.9688 0.9681 0.9693
PP 0.9682 0.9682 0.9682 0.9684
S1 0.9673 0.9673 0.9679 0.9678
S2 0.9667 0.9667 0.9677
S3 0.9652 0.9658 0.9676
S4 0.9637 0.9643 0.9672
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 1.0144 1.0041 0.9618
R3 0.9923 0.9820 0.9557
R2 0.9702 0.9702 0.9537
R1 0.9599 0.9599 0.9516 0.9540
PP 0.9481 0.9481 0.9481 0.9452
S1 0.9378 0.9378 0.9476 0.9319
S2 0.9260 0.9260 0.9455
S3 0.9039 0.9157 0.9435
S4 0.8818 0.8936 0.9374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9363 0.0327 3.4% 0.0022 0.2% 97% True False 38
10 0.9690 0.9363 0.0327 3.4% 0.0018 0.2% 97% True False 28
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9754
2.618 0.9729
1.618 0.9714
1.000 0.9705
0.618 0.9699
HIGH 0.9690
0.618 0.9684
0.500 0.9683
0.382 0.9681
LOW 0.9675
0.618 0.9666
1.000 0.9660
1.618 0.9651
2.618 0.9636
4.250 0.9611
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 0.9683 0.9646
PP 0.9682 0.9612
S1 0.9681 0.9578

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

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