CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 0.9642 0.9604 -0.0038 -0.4% 0.9700
High 0.9642 0.9604 -0.0038 -0.4% 0.9740
Low 0.9570 0.9604 0.0034 0.4% 0.9648
Close 0.9598 0.9566 -0.0032 -0.3% 0.9749
Range 0.0072 0.0000 -0.0072 -100.0% 0.0092
ATR 0.0072 0.0068 -0.0005 -6.6% 0.0000
Volume 2 24 22 1,100.0% 32
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9591 0.9579 0.9566
R3 0.9591 0.9579 0.9566
R2 0.9591 0.9591 0.9566
R1 0.9579 0.9579 0.9566 0.9585
PP 0.9591 0.9591 0.9591 0.9595
S1 0.9579 0.9579 0.9566 0.9585
S2 0.9591 0.9591 0.9566
S3 0.9591 0.9579 0.9566
S4 0.9591 0.9579 0.9566
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% -2% False False 6
10 0.9800 0.9570 0.0230 2.4% 0.0017 0.2% -2% False False 6
20 0.9800 0.9408 0.0392 4.1% 0.0021 0.2% 40% False False 13
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9604
2.618 0.9604
1.618 0.9604
1.000 0.9604
0.618 0.9604
HIGH 0.9604
0.618 0.9604
0.500 0.9604
0.382 0.9604
LOW 0.9604
0.618 0.9604
1.000 0.9604
1.618 0.9604
2.618 0.9604
4.250 0.9604
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 0.9604 0.9648
PP 0.9591 0.9621
S1 0.9579 0.9593

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

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