CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 0.9805 0.9720 -0.0085 -0.9% 0.9825
High 0.9805 0.9720 -0.0085 -0.9% 0.9828
Low 0.9770 0.9694 -0.0076 -0.8% 0.9694
Close 0.9761 0.9705 -0.0056 -0.6% 0.9705
Range 0.0035 0.0026 -0.0009 -25.7% 0.0134
ATR 0.0051 0.0053 0.0001 2.2% 0.0000
Volume 8 2 -6 -75.0% 266
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9784 0.9771 0.9719
R3 0.9758 0.9745 0.9712
R2 0.9732 0.9732 0.9710
R1 0.9719 0.9719 0.9707 0.9713
PP 0.9706 0.9706 0.9706 0.9703
S1 0.9693 0.9693 0.9703 0.9687
S2 0.9680 0.9680 0.9700
S3 0.9654 0.9667 0.9698
S4 0.9628 0.9641 0.9691
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 1.0144 1.0059 0.9779
R3 1.0010 0.9925 0.9742
R2 0.9876 0.9876 0.9730
R1 0.9791 0.9791 0.9717 0.9767
PP 0.9742 0.9742 0.9742 0.9730
S1 0.9657 0.9657 0.9693 0.9633
S2 0.9608 0.9608 0.9680
S3 0.9474 0.9523 0.9668
S4 0.9340 0.9389 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9828 0.9694 0.0134 1.4% 0.0035 0.4% 8% False True 53
10 0.9910 0.9694 0.0216 2.2% 0.0038 0.4% 5% False True 36
20 0.9910 0.9465 0.0445 4.6% 0.0030 0.3% 54% False 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9831
2.618 0.9788
1.618 0.9762
1.000 0.9746
0.618 0.9736
HIGH 0.9720
0.618 0.9710
0.500 0.9707
0.382 0.9704
LOW 0.9694
0.618 0.9678
1.000 0.9668
1.618 0.9652
2.618 0.9626
4.250 0.9584
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 0.9707 0.9750
PP 0.9706 0.9735
S1 0.9706 0.9720

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

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