CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 0.9680 0.9736 0.0056 0.6% 0.9432
High 0.9680 0.9736 0.0056 0.6% 0.9660
Low 0.9680 0.9723 0.0043 0.4% 0.9432
Close 0.9707 0.9725 0.0018 0.2% 0.9601
Range 0.0000 0.0013 0.0013 0.0228
ATR 0.0084 0.0080 -0.0004 -4.7% 0.0000
Volume 19 3 -16 -84.2% 89
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9767 0.9759 0.9732
R3 0.9754 0.9746 0.9729
R2 0.9741 0.9741 0.9727
R1 0.9733 0.9733 0.9726 0.9731
PP 0.9728 0.9728 0.9728 0.9727
S1 0.9720 0.9720 0.9724 0.9718
S2 0.9715 0.9715 0.9723
S3 0.9702 0.9707 0.9721
S4 0.9689 0.9694 0.9718
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 0.9736 0.9601 0.0135 1.4% 0.0019 0.2% 92% True False 10
10 0.9736 0.9408 0.0328 3.4% 0.0011 0.1% 97% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9791
2.618 0.9770
1.618 0.9757
1.000 0.9749
0.618 0.9744
HIGH 0.9736
0.618 0.9731
0.500 0.9730
0.382 0.9728
LOW 0.9723
0.618 0.9715
1.000 0.9710
1.618 0.9702
2.618 0.9689
4.250 0.9668
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 0.9730 0.9714
PP 0.9728 0.9703
S1 0.9727 0.9692

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

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