CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 0.9654 0.9742 0.0088 0.9% 0.9663
High 0.9763 0.9765 0.0002 0.0% 0.9794
Low 0.9640 0.9692 0.0052 0.5% 0.9617
Close 0.9723 0.9731 0.0008 0.1% 0.9723
Range 0.0123 0.0073 -0.0050 -40.7% 0.0177
ATR 0.0103 0.0101 -0.0002 -2.1% 0.0000
Volume 76,668 60,533 -16,135 -21.0% 370,327
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9948 0.9913 0.9771
R3 0.9875 0.9840 0.9751
R2 0.9802 0.9802 0.9744
R1 0.9767 0.9767 0.9738 0.9748
PP 0.9729 0.9729 0.9729 0.9720
S1 0.9694 0.9694 0.9724 0.9675
S2 0.9656 0.9656 0.9718
S3 0.9583 0.9621 0.9711
S4 0.9510 0.9548 0.9691
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0242 1.0160 0.9820
R3 1.0065 0.9983 0.9772
R2 0.9888 0.9888 0.9755
R1 0.9806 0.9806 0.9739 0.9847
PP 0.9711 0.9711 0.9711 0.9732
S1 0.9629 0.9629 0.9707 0.9670
S2 0.9534 0.9534 0.9691
S3 0.9357 0.9452 0.9674
S4 0.9180 0.9275 0.9626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9794 0.9617 0.0177 1.8% 0.0112 1.2% 64% False False 75,031
10 0.9794 0.9617 0.0177 1.8% 0.0097 1.0% 64% False False 68,440
20 0.9794 0.9352 0.0442 4.5% 0.0102 1.0% 86% False False 46,826
40 0.9867 0.9352 0.0515 5.3% 0.0099 1.0% 74% False False 24,025
60 0.9867 0.9352 0.0515 5.3% 0.0100 1.0% 74% False False 16,155
80 0.9867 0.9352 0.0515 5.3% 0.0100 1.0% 74% False False 12,171
100 0.9867 0.9230 0.0637 6.5% 0.0098 1.0% 79% False False 9,769
120 1.0012 0.9230 0.0782 8.0% 0.0095 1.0% 64% False False 8,149
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 0.0029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0075
2.618 0.9956
1.618 0.9883
1.000 0.9838
0.618 0.9810
HIGH 0.9765
0.618 0.9737
0.500 0.9729
0.382 0.9720
LOW 0.9692
0.618 0.9647
1.000 0.9619
1.618 0.9574
2.618 0.9501
4.250 0.9382
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 0.9730 0.9718
PP 0.9729 0.9704
S1 0.9729 0.9691

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

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