CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 0.9727 0.9725 -0.0002 0.0% 0.9649
High 0.9745 0.9768 0.0023 0.2% 0.9768
Low 0.9698 0.9642 -0.0056 -0.6% 0.9638
Close 0.9716 0.9681 -0.0035 -0.4% 0.9681
Range 0.0047 0.0126 0.0079 168.1% 0.0130
ATR 0.0096 0.0098 0.0002 2.2% 0.0000
Volume 52,068 62,085 10,017 19.2% 312,919
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0075 1.0004 0.9750
R3 0.9949 0.9878 0.9716
R2 0.9823 0.9823 0.9704
R1 0.9752 0.9752 0.9693 0.9725
PP 0.9697 0.9697 0.9697 0.9683
S1 0.9626 0.9626 0.9669 0.9599
S2 0.9571 0.9571 0.9658
S3 0.9445 0.9500 0.9646
S4 0.9319 0.9374 0.9612
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0086 1.0013 0.9753
R3 0.9956 0.9883 0.9717
R2 0.9826 0.9826 0.9705
R1 0.9753 0.9753 0.9693 0.9790
PP 0.9696 0.9696 0.9696 0.9714
S1 0.9623 0.9623 0.9669 0.9660
S2 0.9566 0.9566 0.9657
S3 0.9436 0.9493 0.9645
S4 0.9306 0.9363 0.9610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9768 0.9638 0.0130 1.3% 0.0082 0.8% 33% True False 62,583
10 0.9768 0.9496 0.0272 2.8% 0.0092 1.0% 68% True False 48,530
20 0.9768 0.9352 0.0416 4.3% 0.0099 1.0% 79% True False 25,989
40 0.9867 0.9352 0.0515 5.3% 0.0096 1.0% 64% False False 13,344
60 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 64% False False 9,003
80 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 64% False False 6,794
100 0.9955 0.9230 0.0725 7.5% 0.0100 1.0% 62% False False 5,463
120 1.0012 0.9230 0.0782 8.1% 0.0092 1.0% 58% False False 4,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0304
2.618 1.0098
1.618 0.9972
1.000 0.9894
0.618 0.9846
HIGH 0.9768
0.618 0.9720
0.500 0.9705
0.382 0.9690
LOW 0.9642
0.618 0.9564
1.000 0.9516
1.618 0.9438
2.618 0.9312
4.250 0.9107
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 0.9705 0.9705
PP 0.9697 0.9697
S1 0.9689 0.9689

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

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