CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 0.9636 0.9500 -0.0136 -1.4% 0.9800
High 0.9636 0.9500 -0.0136 -1.4% 0.9800
Low 0.9636 0.9430 -0.0206 -2.1% 0.9570
Close 0.9636 0.9454 -0.0182 -1.9% 0.9626
Range 0.0000 0.0070 0.0070 0.0230
ATR 0.0060 0.0070 0.0010 17.4% 0.0000
Volume 16 16 0 0.0% 30
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9671 0.9633 0.9493
R3 0.9601 0.9563 0.9473
R2 0.9531 0.9531 0.9467
R1 0.9493 0.9493 0.9460 0.9477
PP 0.9461 0.9461 0.9461 0.9454
S1 0.9423 0.9423 0.9448 0.9407
S2 0.9391 0.9391 0.9441
S3 0.9321 0.9353 0.9435
S4 0.9251 0.9283 0.9416
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0355 1.0221 0.9753
R3 1.0125 0.9991 0.9689
R2 0.9895 0.9895 0.9668
R1 0.9761 0.9761 0.9647 0.9713
PP 0.9665 0.9665 0.9665 0.9642
S1 0.9531 0.9531 0.9605 0.9483
S2 0.9435 0.9435 0.9584
S3 0.9205 0.9301 0.9563
S4 0.8975 0.9071 0.9500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9642 0.9430 0.0212 2.2% 0.0028 0.3% 11% False True 11
10 0.9800 0.9430 0.0370 3.9% 0.0016 0.2% 6% False True 7
20 0.9800 0.9408 0.0392 4.1% 0.0022 0.2% 12% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9798
2.618 0.9683
1.618 0.9613
1.000 0.9570
0.618 0.9543
HIGH 0.9500
0.618 0.9473
0.500 0.9465
0.382 0.9457
LOW 0.9430
0.618 0.9387
1.000 0.9360
1.618 0.9317
2.618 0.9247
4.250 0.9133
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 0.9465 0.9533
PP 0.9461 0.9507
S1 0.9458 0.9480

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

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