CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 0.9760 0.9765 0.0005 0.1% 0.9825
High 0.9760 0.9805 0.0045 0.5% 0.9828
Low 0.9760 0.9765 0.0005 0.1% 0.9694
Close 0.9765 0.9793 0.0028 0.3% 0.9705
Range 0.0000 0.0040 0.0040 0.0134
ATR 0.0053 0.0052 -0.0001 -1.7% 0.0000
Volume 33 2 -31 -93.9% 266
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9908 0.9890 0.9815
R3 0.9868 0.9850 0.9804
R2 0.9828 0.9828 0.9800
R1 0.9810 0.9810 0.9797 0.9819
PP 0.9788 0.9788 0.9788 0.9792
S1 0.9770 0.9770 0.9789 0.9779
S2 0.9748 0.9748 0.9786
S3 0.9708 0.9730 0.9782
S4 0.9668 0.9690 0.9771
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 0.9805 0.9694 0.0111 1.1% 0.0027 0.3% 89% True False 14
10 0.9910 0.9694 0.0216 2.2% 0.0040 0.4% 46% False False 38
20 0.9910 0.9675 0.0235 2.4% 0.0030 0.3% 50% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9975
2.618 0.9910
1.618 0.9870
1.000 0.9845
0.618 0.9830
HIGH 0.9805
0.618 0.9790
0.500 0.9785
0.382 0.9780
LOW 0.9765
0.618 0.9740
1.000 0.9725
1.618 0.9700
2.618 0.9660
4.250 0.9595
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 0.9790 0.9779
PP 0.9788 0.9764
S1 0.9785 0.9750

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

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