CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 0.9725 0.9663 -0.0062 -0.6% 0.9649
High 0.9768 0.9727 -0.0041 -0.4% 0.9768
Low 0.9642 0.9646 0.0004 0.0% 0.9638
Close 0.9681 0.9703 0.0022 0.2% 0.9681
Range 0.0126 0.0081 -0.0045 -35.7% 0.0130
ATR 0.0098 0.0097 -0.0001 -1.3% 0.0000
Volume 62,085 55,705 -6,380 -10.3% 312,919
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9935 0.9900 0.9748
R3 0.9854 0.9819 0.9725
R2 0.9773 0.9773 0.9718
R1 0.9738 0.9738 0.9710 0.9756
PP 0.9692 0.9692 0.9692 0.9701
S1 0.9657 0.9657 0.9696 0.9675
S2 0.9611 0.9611 0.9688
S3 0.9530 0.9576 0.9681
S4 0.9449 0.9495 0.9658
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 0.9642 0.0126 1.3% 0.0082 0.8% 48% False False 61,850
10 0.9768 0.9496 0.0272 2.8% 0.0094 1.0% 76% False False 53,178
20 0.9768 0.9352 0.0416 4.3% 0.0099 1.0% 84% False False 28,675
40 0.9867 0.9352 0.0515 5.3% 0.0097 1.0% 68% False False 14,727
60 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 68% False False 9,927
80 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 68% False False 7,488
100 0.9949 0.9230 0.0719 7.4% 0.0100 1.0% 66% False False 6,020
120 1.0012 0.9230 0.0782 8.1% 0.0092 1.0% 60% False False 5,031
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0071
2.618 0.9939
1.618 0.9858
1.000 0.9808
0.618 0.9777
HIGH 0.9727
0.618 0.9696
0.500 0.9687
0.382 0.9677
LOW 0.9646
0.618 0.9596
1.000 0.9565
1.618 0.9515
2.618 0.9434
4.250 0.9302
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 0.9698 0.9705
PP 0.9692 0.9704
S1 0.9687 0.9704

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

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