CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 0.9813 0.9775 -0.0038 -0.4% 0.9763
High 0.9813 0.9775 -0.0038 -0.4% 0.9910
Low 0.9800 0.9740 -0.0060 -0.6% 0.9762
Close 0.9811 0.9742 -0.0069 -0.7% 0.9826
Range 0.0013 0.0035 0.0022 169.2% 0.0148
ATR 0.0049 0.0051 0.0002 3.2% 0.0000
Volume 115 25 -90 -78.3% 101
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9857 0.9835 0.9761
R3 0.9822 0.9800 0.9752
R2 0.9787 0.9787 0.9748
R1 0.9765 0.9765 0.9745 0.9759
PP 0.9752 0.9752 0.9752 0.9749
S1 0.9730 0.9730 0.9739 0.9724
S2 0.9717 0.9717 0.9736
S3 0.9682 0.9695 0.9732
S4 0.9647 0.9660 0.9723
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0277 1.0199 0.9907
R3 1.0129 1.0051 0.9867
R2 0.9981 0.9981 0.9853
R1 0.9903 0.9903 0.9840 0.9942
PP 0.9833 0.9833 0.9833 0.9852
S1 0.9755 0.9755 0.9812 0.9794
S2 0.9685 0.9685 0.9799
S3 0.9537 0.9607 0.9785
S4 0.9389 0.9459 0.9745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9890 0.9740 0.0150 1.5% 0.0049 0.5% 1% False True 67
10 0.9910 0.9679 0.0231 2.4% 0.0038 0.4% 27% False False 41
20 0.9910 0.9363 0.0547 5.6% 0.0030 0.3% 69% False False 32
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9924
2.618 0.9867
1.618 0.9832
1.000 0.9810
0.618 0.9797
HIGH 0.9775
0.618 0.9762
0.500 0.9758
0.382 0.9753
LOW 0.9740
0.618 0.9718
1.000 0.9705
1.618 0.9683
2.618 0.9648
4.250 0.9591
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 0.9758 0.9784
PP 0.9752 0.9770
S1 0.9747 0.9756

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

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