CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 0.9340 0.9400 0.0060 0.6% 0.9636
High 0.9340 0.9400 0.0060 0.6% 0.9636
Low 0.9340 0.9370 0.0030 0.3% 0.9340
Close 0.9412 0.9374 -0.0038 -0.4% 0.9374
Range 0.0000 0.0030 0.0030 0.0296
ATR 0.0066 0.0064 -0.0002 -2.6% 0.0000
Volume 15 14 -1 -6.7% 71
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9471 0.9453 0.9391
R3 0.9441 0.9423 0.9382
R2 0.9411 0.9411 0.9380
R1 0.9393 0.9393 0.9377 0.9387
PP 0.9381 0.9381 0.9381 0.9379
S1 0.9363 0.9363 0.9371 0.9357
S2 0.9351 0.9351 0.9369
S3 0.9321 0.9333 0.9366
S4 0.9291 0.9303 0.9358
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0338 1.0152 0.9537
R3 1.0042 0.9856 0.9455
R2 0.9746 0.9746 0.9428
R1 0.9560 0.9560 0.9401 0.9505
PP 0.9450 0.9450 0.9450 0.9423
S1 0.9264 0.9264 0.9347 0.9209
S2 0.9154 0.9154 0.9320
S3 0.8858 0.8968 0.9293
S4 0.8562 0.8672 0.9211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9636 0.9340 0.0296 3.2% 0.0026 0.3% 11% False False 14
10 0.9800 0.9340 0.0460 4.9% 0.0021 0.2% 7% False False 10
20 0.9800 0.9340 0.0460 4.9% 0.0015 0.2% 7% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9528
2.618 0.9479
1.618 0.9449
1.000 0.9430
0.618 0.9419
HIGH 0.9400
0.618 0.9389
0.500 0.9385
0.382 0.9381
LOW 0.9370
0.618 0.9351
1.000 0.9340
1.618 0.9321
2.618 0.9291
4.250 0.9243
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 0.9385 0.9394
PP 0.9381 0.9387
S1 0.9378 0.9381

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

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