CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 0.9830 0.9860 0.0030 0.3% 0.9721
High 0.9843 0.9910 0.0067 0.7% 0.9820
Low 0.9830 0.9860 0.0030 0.3% 0.9679
Close 0.9839 0.9896 0.0057 0.6% 0.9811
Range 0.0013 0.0050 0.0037 284.6% 0.0141
ATR 0.0045 0.0047 0.0002 4.2% 0.0000
Volume 7 3 -4 -57.1% 101
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0039 1.0017 0.9924
R3 0.9989 0.9967 0.9910
R2 0.9939 0.9939 0.9905
R1 0.9917 0.9917 0.9901 0.9928
PP 0.9889 0.9889 0.9889 0.9894
S1 0.9867 0.9867 0.9891 0.9878
S2 0.9839 0.9839 0.9887
S3 0.9789 0.9817 0.9882
S4 0.9739 0.9767 0.9869
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0193 1.0143 0.9889
R3 1.0052 1.0002 0.9850
R2 0.9911 0.9911 0.9837
R1 0.9861 0.9861 0.9824 0.9886
PP 0.9770 0.9770 0.9770 0.9783
S1 0.9720 0.9720 0.9798 0.9745
S2 0.9629 0.9629 0.9785
S3 0.9488 0.9579 0.9772
S4 0.9347 0.9438 0.9733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9910 0.9679 0.0231 2.3% 0.0027 0.3% 94% True False 16
10 0.9910 0.9679 0.0231 2.3% 0.0024 0.2% 94% True False 13
20 0.9910 0.9363 0.0547 5.5% 0.0021 0.2% 97% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.0123
2.618 1.0041
1.618 0.9991
1.000 0.9960
0.618 0.9941
HIGH 0.9910
0.618 0.9891
0.500 0.9885
0.382 0.9879
LOW 0.9860
0.618 0.9829
1.000 0.9810
1.618 0.9779
2.618 0.9729
4.250 0.9648
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 0.9892 0.9876
PP 0.9889 0.9856
S1 0.9885 0.9836

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

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