CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 0.9500 0.9448 -0.0052 -0.5% 0.9800
High 0.9500 0.9448 -0.0052 -0.5% 0.9800
Low 0.9430 0.9420 -0.0010 -0.1% 0.9570
Close 0.9454 0.9384 -0.0070 -0.7% 0.9626
Range 0.0070 0.0028 -0.0042 -60.0% 0.0230
ATR 0.0070 0.0068 -0.0003 -3.7% 0.0000
Volume 16 10 -6 -37.5% 30
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9501 0.9471 0.9399
R3 0.9473 0.9443 0.9392
R2 0.9445 0.9445 0.9389
R1 0.9415 0.9415 0.9387 0.9416
PP 0.9417 0.9417 0.9417 0.9418
S1 0.9387 0.9387 0.9381 0.9388
S2 0.9389 0.9389 0.9379
S3 0.9361 0.9359 0.9376
S4 0.9333 0.9331 0.9369
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 0.9636 0.9420 0.0216 2.3% 0.0020 0.2% -17% False True 13
10 0.9800 0.9420 0.0380 4.0% 0.0018 0.2% -9% False True 8
20 0.9800 0.9408 0.0392 4.2% 0.0014 0.2% -6% False False 12
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9567
2.618 0.9521
1.618 0.9493
1.000 0.9476
0.618 0.9465
HIGH 0.9448
0.618 0.9437
0.500 0.9434
0.382 0.9431
LOW 0.9420
0.618 0.9403
1.000 0.9392
1.618 0.9375
2.618 0.9347
4.250 0.9301
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 0.9434 0.9528
PP 0.9417 0.9480
S1 0.9401 0.9432

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

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