CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 0.9736 0.9681 -0.0055 -0.6% 0.9432
High 0.9736 0.9681 -0.0055 -0.6% 0.9660
Low 0.9723 0.9681 -0.0042 -0.4% 0.9432
Close 0.9725 0.9691 -0.0034 -0.3% 0.9601
Range 0.0013 0.0000 -0.0013 -100.0% 0.0228
ATR 0.0080 0.0077 -0.0003 -3.2% 0.0000
Volume 3 5 2 66.7% 89
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9684 0.9688 0.9691
R3 0.9684 0.9688 0.9691
R2 0.9684 0.9684 0.9691
R1 0.9688 0.9688 0.9691 0.9686
PP 0.9684 0.9684 0.9684 0.9684
S1 0.9688 0.9688 0.9691 0.9686
S2 0.9684 0.9684 0.9691
S3 0.9684 0.9688 0.9691
S4 0.9684 0.9688 0.9691
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% 67% False False 6
10 0.9736 0.9408 0.0328 3.4% 0.0010 0.1% 86% False False 12
20 0.9736 0.9294 0.0442 4.6% 0.0028 0.3% 90% False False 15
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9681
2.618 0.9681
1.618 0.9681
1.000 0.9681
0.618 0.9681
HIGH 0.9681
0.618 0.9681
0.500 0.9681
0.382 0.9681
LOW 0.9681
0.618 0.9681
1.000 0.9681
1.618 0.9681
2.618 0.9681
4.250 0.9681
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 0.9688 0.9708
PP 0.9684 0.9702
S1 0.9681 0.9697

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

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