CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 0.9720 0.9760 0.0040 0.4% 0.9825
High 0.9720 0.9760 0.0040 0.4% 0.9828
Low 0.9694 0.9760 0.0066 0.7% 0.9694
Close 0.9705 0.9765 0.0060 0.6% 0.9705
Range 0.0026 0.0000 -0.0026 -100.0% 0.0134
ATR 0.0053 0.0053 0.0000 0.3% 0.0000
Volume 2 33 31 1,550.0% 266
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9762 0.9763 0.9765
R3 0.9762 0.9763 0.9765
R2 0.9762 0.9762 0.9765
R1 0.9763 0.9763 0.9765 0.9763
PP 0.9762 0.9762 0.9762 0.9761
S1 0.9763 0.9763 0.9765 0.9763
S2 0.9762 0.9762 0.9765
S3 0.9762 0.9763 0.9765
S4 0.9762 0.9763 0.9765
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 0.9813 0.9694 0.0119 1.2% 0.0022 0.2% 60% False False 36
10 0.9910 0.9694 0.0216 2.2% 0.0037 0.4% 33% False False 39
20 0.9910 0.9620 0.0290 3.0% 0.0030 0.3% 50% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9760
2.618 0.9760
1.618 0.9760
1.000 0.9760
0.618 0.9760
HIGH 0.9760
0.618 0.9760
0.500 0.9760
0.382 0.9760
LOW 0.9760
0.618 0.9760
1.000 0.9760
1.618 0.9760
2.618 0.9760
4.250 0.9760
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 0.9763 0.9760
PP 0.9762 0.9755
S1 0.9760 0.9750

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

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