CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 0.9721 0.9706 -0.0015 -0.2% 0.9465
High 0.9721 0.9750 0.0029 0.3% 0.9704
Low 0.9721 0.9706 -0.0015 -0.2% 0.9465
Close 0.9714 0.9728 0.0014 0.1% 0.9696
Range 0.0000 0.0044 0.0044 0.0239
ATR 0.0040 0.0040 0.0000 0.7% 0.0000
Volume 36 2 -34 -94.4% 99
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9860 0.9838 0.9752
R3 0.9816 0.9794 0.9740
R2 0.9772 0.9772 0.9736
R1 0.9750 0.9750 0.9732 0.9761
PP 0.9728 0.9728 0.9728 0.9734
S1 0.9706 0.9706 0.9724 0.9717
S2 0.9684 0.9684 0.9720
S3 0.9640 0.9662 0.9716
S4 0.9596 0.9618 0.9704
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0339 1.0256 0.9827
R3 1.0100 1.0017 0.9762
R2 0.9861 0.9861 0.9740
R1 0.9778 0.9778 0.9718 0.9820
PP 0.9622 0.9622 0.9622 0.9642
S1 0.9539 0.9539 0.9674 0.9581
S2 0.9383 0.9383 0.9652
S3 0.9144 0.9300 0.9630
S4 0.8905 0.9061 0.9565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9675 0.0075 0.8% 0.0016 0.2% 71% True False 24
10 0.9750 0.9363 0.0387 4.0% 0.0018 0.2% 94% True False 25
20 0.9750 0.9354 0.0396 4.1% 0.0014 0.1% 94% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9937
2.618 0.9865
1.618 0.9821
1.000 0.9794
0.618 0.9777
HIGH 0.9750
0.618 0.9733
0.500 0.9728
0.382 0.9723
LOW 0.9706
0.618 0.9679
1.000 0.9662
1.618 0.9635
2.618 0.9591
4.250 0.9519
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 0.9728 0.9724
PP 0.9728 0.9720
S1 0.9728 0.9716

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

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