CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 0.9654 0.9457 -0.0197 -2.0% 0.9666
High 0.9670 0.9466 -0.0204 -2.1% 0.9690
Low 0.9556 0.9450 -0.0106 -1.1% 0.9450
Close 0.9596 0.9452 -0.0144 -1.5% 0.9452
Range 0.0114 0.0016 -0.0098 -86.0% 0.0240
ATR 0.0071 0.0077 0.0005 7.5% 0.0000
Volume 31 43 12 38.7% 234
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9504 0.9494 0.9461
R3 0.9488 0.9478 0.9456
R2 0.9472 0.9472 0.9455
R1 0.9462 0.9462 0.9453 0.9459
PP 0.9456 0.9456 0.9456 0.9455
S1 0.9446 0.9446 0.9451 0.9443
S2 0.9440 0.9440 0.9449
S3 0.9424 0.9430 0.9448
S4 0.9408 0.9414 0.9443
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0251 1.0091 0.9584
R3 1.0011 0.9851 0.9518
R2 0.9771 0.9771 0.9496
R1 0.9611 0.9611 0.9474 0.9571
PP 0.9531 0.9531 0.9531 0.9511
S1 0.9371 0.9371 0.9430 0.9331
S2 0.9291 0.9291 0.9408
S3 0.9051 0.9131 0.9386
S4 0.8811 0.8891 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9450 0.0240 2.5% 0.0061 0.6% 1% False True 46
10 0.9690 0.9370 0.0320 3.4% 0.0045 0.5% 26% False False 30
20 0.9800 0.9340 0.0460 4.9% 0.0031 0.3% 24% False False 19
40 0.9800 0.9294 0.0506 5.4% 0.0030 0.3% 31% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9508
1.618 0.9492
1.000 0.9482
0.618 0.9476
HIGH 0.9466
0.618 0.9460
0.500 0.9458
0.382 0.9456
LOW 0.9450
0.618 0.9440
1.000 0.9434
1.618 0.9424
2.618 0.9408
4.250 0.9382
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 0.9458 0.9562
PP 0.9456 0.9525
S1 0.9454 0.9489

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

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