CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 0.9400 0.9449 0.0049 0.5% 0.9636
High 0.9400 0.9449 0.0049 0.5% 0.9636
Low 0.9370 0.9449 0.0079 0.8% 0.9340
Close 0.9374 0.9449 0.0075 0.8% 0.9374
Range 0.0030 0.0000 -0.0030 -100.0% 0.0296
ATR 0.0064 0.0065 0.0001 1.2% 0.0000
Volume 14 15 1 7.1% 71
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9449 0.9449 0.9449
R3 0.9449 0.9449 0.9449
R2 0.9449 0.9449 0.9449
R1 0.9449 0.9449 0.9449 0.9449
PP 0.9449 0.9449 0.9449 0.9449
S1 0.9449 0.9449 0.9449 0.9449
S2 0.9449 0.9449 0.9449
S3 0.9449 0.9449 0.9449
S4 0.9449 0.9449 0.9449
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 0.9500 0.9340 0.0160 1.7% 0.0026 0.3% 68% False False 14
10 0.9726 0.9340 0.0386 4.1% 0.0021 0.2% 28% False False 11
20 0.9800 0.9340 0.0460 4.9% 0.0015 0.2% 24% False False 10
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 0.9449
2.618 0.9449
1.618 0.9449
1.000 0.9449
0.618 0.9449
HIGH 0.9449
0.618 0.9449
0.500 0.9449
0.382 0.9449
LOW 0.9449
0.618 0.9449
1.000 0.9449
1.618 0.9449
2.618 0.9449
4.250 0.9449
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 0.9449 0.9431
PP 0.9449 0.9413
S1 0.9449 0.9395

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

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