CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 0.9876 0.9809 -0.0067 -0.7% 0.9794
High 0.9907 0.9890 -0.0017 -0.2% 0.9922
Low 0.9776 0.9750 -0.0026 -0.3% 0.9710
Close 0.9803 0.9855 0.0052 0.5% 0.9855
Range 0.0131 0.0140 0.0009 6.9% 0.0212
ATR 0.0104 0.0106 0.0003 2.5% 0.0000
Volume 95,897 101,589 5,692 5.9% 451,882
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0252 1.0193 0.9932
R3 1.0112 1.0053 0.9894
R2 0.9972 0.9972 0.9881
R1 0.9913 0.9913 0.9868 0.9943
PP 0.9832 0.9832 0.9832 0.9846
S1 0.9773 0.9773 0.9842 0.9803
S2 0.9692 0.9692 0.9829
S3 0.9552 0.9633 0.9817
S4 0.9412 0.9493 0.9778
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0465 1.0372 0.9972
R3 1.0253 1.0160 0.9913
R2 1.0041 1.0041 0.9894
R1 0.9948 0.9948 0.9874 0.9995
PP 0.9829 0.9829 0.9829 0.9852
S1 0.9736 0.9736 0.9836 0.9783
S2 0.9617 0.9617 0.9816
S3 0.9405 0.9524 0.9797
S4 0.9193 0.9312 0.9738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9922 0.9710 0.0212 2.2% 0.0112 1.1% 68% False False 90,376
10 0.9922 0.9633 0.0289 2.9% 0.0103 1.0% 77% False False 91,900
20 0.9922 0.9617 0.0305 3.1% 0.0101 1.0% 78% False False 80,112
40 0.9922 0.9352 0.0570 5.8% 0.0103 1.0% 88% False False 45,353
60 0.9922 0.9352 0.0570 5.8% 0.0100 1.0% 88% False False 30,417
80 0.9922 0.9352 0.0570 5.8% 0.0101 1.0% 88% False False 22,882
100 0.9922 0.9230 0.0692 7.0% 0.0100 1.0% 90% False False 18,346
120 0.9977 0.9230 0.0747 7.6% 0.0099 1.0% 84% False False 15,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0485
2.618 1.0257
1.618 1.0117
1.000 1.0030
0.618 0.9977
HIGH 0.9890
0.618 0.9837
0.500 0.9820
0.382 0.9803
LOW 0.9750
0.618 0.9663
1.000 0.9610
1.618 0.9523
2.618 0.9383
4.250 0.9155
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 0.9843 0.9849
PP 0.9832 0.9842
S1 0.9820 0.9836

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

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