CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 0.9700 0.9680 -0.0020 -0.2% 0.9432
High 0.9730 0.9680 -0.0050 -0.5% 0.9660
Low 0.9648 0.9680 0.0032 0.3% 0.9432
Close 0.9668 0.9707 0.0039 0.4% 0.9601
Range 0.0082 0.0000 -0.0082 -100.0% 0.0228
ATR 0.0089 0.0084 -0.0006 -6.2% 0.0000
Volume 2 19 17 850.0% 89
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9689 0.9698 0.9707
R3 0.9689 0.9698 0.9707
R2 0.9689 0.9689 0.9707
R1 0.9698 0.9698 0.9707 0.9694
PP 0.9689 0.9689 0.9689 0.9687
S1 0.9698 0.9698 0.9707 0.9694
S2 0.9689 0.9689 0.9707
S3 0.9689 0.9698 0.9707
S4 0.9689 0.9698 0.9707
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0153 0.9726
R3 1.0020 0.9925 0.9664
R2 0.9792 0.9792 0.9643
R1 0.9697 0.9697 0.9622 0.9745
PP 0.9564 0.9564 0.9564 0.9588
S1 0.9469 0.9469 0.9580 0.9517
S2 0.9336 0.9336 0.9559
S3 0.9108 0.9241 0.9538
S4 0.8880 0.9013 0.9476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9730 0.9543 0.0187 1.9% 0.0016 0.2% 88% False False 13
10 0.9730 0.9408 0.0322 3.3% 0.0028 0.3% 93% False False 18
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9680
2.618 0.9680
1.618 0.9680
1.000 0.9680
0.618 0.9680
HIGH 0.9680
0.618 0.9680
0.500 0.9680
0.382 0.9680
LOW 0.9680
0.618 0.9680
1.000 0.9680
1.618 0.9680
2.618 0.9680
4.250 0.9680
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 0.9698 0.9693
PP 0.9689 0.9679
S1 0.9680 0.9666

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

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