CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 0.9726 0.9642 -0.0084 -0.9% 0.9700
High 0.9726 0.9642 -0.0084 -0.9% 0.9740
Low 0.9720 0.9570 -0.0150 -1.5% 0.9648
Close 0.9684 0.9598 -0.0086 -0.9% 0.9749
Range 0.0006 0.0072 0.0066 1,100.0% 0.0092
ATR 0.0069 0.0072 0.0003 4.6% 0.0000
Volume 2 2 0 0.0% 32
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9819 0.9781 0.9638
R3 0.9747 0.9709 0.9618
R2 0.9675 0.9675 0.9611
R1 0.9637 0.9637 0.9605 0.9620
PP 0.9603 0.9603 0.9603 0.9595
S1 0.9565 0.9565 0.9591 0.9548
S2 0.9531 0.9531 0.9585
S3 0.9459 0.9493 0.9578
S4 0.9387 0.9421 0.9558
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9988 0.9961 0.9800
R3 0.9896 0.9869 0.9774
R2 0.9804 0.9804 0.9766
R1 0.9777 0.9777 0.9757 0.9791
PP 0.9712 0.9712 0.9712 0.9719
S1 0.9685 0.9685 0.9741 0.9699
S2 0.9620 0.9620 0.9732
S3 0.9528 0.9593 0.9724
S4 0.9436 0.9501 0.9698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9570 0.0230 2.4% 0.0016 0.2% 12% False True 2
10 0.9800 0.9570 0.0230 2.4% 0.0017 0.2% 12% False True 6
20 0.9800 0.9378 0.0422 4.4% 0.0021 0.2% 52% False False 12
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 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9948
2.618 0.9830
1.618 0.9758
1.000 0.9714
0.618 0.9686
HIGH 0.9642
0.618 0.9614
0.500 0.9606
0.382 0.9598
LOW 0.9570
0.618 0.9526
1.000 0.9498
1.618 0.9454
2.618 0.9382
4.250 0.9264
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 0.9606 0.9685
PP 0.9603 0.9656
S1 0.9601 0.9627

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

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