CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 0.9675 0.9680 0.0005 0.1% 0.9584
High 0.9690 0.9680 -0.0010 -0.1% 0.9584
Low 0.9675 0.9680 0.0005 0.1% 0.9363
Close 0.9680 0.9682 0.0002 0.0% 0.9496
Range 0.0015 0.0000 -0.0015 -100.0% 0.0221
ATR 0.0046 0.0043 -0.0003 -7.1% 0.0000
Volume 74 4 -70 -94.6% 163
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9681 0.9681 0.9682
R3 0.9681 0.9681 0.9682
R2 0.9681 0.9681 0.9682
R1 0.9681 0.9681 0.9682 0.9681
PP 0.9681 0.9681 0.9681 0.9681
S1 0.9681 0.9681 0.9682 0.9681
S2 0.9681 0.9681 0.9682
S3 0.9681 0.9681 0.9682
S4 0.9681 0.9681 0.9682
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 0.9465 0.0225 2.3% 0.0014 0.1% 96% False False 36
10 0.9690 0.9363 0.0327 3.4% 0.0018 0.2% 98% False False 28
20 0.9690 0.9297 0.0393 4.1% 0.0016 0.2% 98% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9680
2.618 0.9680
1.618 0.9680
1.000 0.9680
0.618 0.9680
HIGH 0.9680
0.618 0.9680
0.500 0.9680
0.382 0.9680
LOW 0.9680
0.618 0.9680
1.000 0.9680
1.618 0.9680
2.618 0.9680
4.250 0.9680
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 0.9681 0.9673
PP 0.9681 0.9664
S1 0.9680 0.9655

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

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