CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 0.9449 0.9510 0.0061 0.6% 0.9636
High 0.9449 0.9510 0.0061 0.6% 0.9636
Low 0.9449 0.9510 0.0061 0.6% 0.9340
Close 0.9449 0.9510 0.0061 0.6% 0.9374
Range
ATR 0.0065 0.0065 0.0000 -0.4% 0.0000
Volume 15 15 0 0.0% 71
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9510 0.9510 0.9510
R3 0.9510 0.9510 0.9510
R2 0.9510 0.9510 0.9510
R1 0.9510 0.9510 0.9510 0.9510
PP 0.9510 0.9510 0.9510 0.9510
S1 0.9510 0.9510 0.9510 0.9510
S2 0.9510 0.9510 0.9510
S3 0.9510 0.9510 0.9510
S4 0.9510 0.9510 0.9510
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 0.9510 0.9340 0.0170 1.8% 0.0012 0.1% 100% True False 13
10 0.9642 0.9340 0.0302 3.2% 0.0020 0.2% 56% False False 12
20 0.9800 0.9340 0.0460 4.8% 0.0015 0.2% 37% False False 10
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9510
2.618 0.9510
1.618 0.9510
1.000 0.9510
0.618 0.9510
HIGH 0.9510
0.618 0.9510
0.500 0.9510
0.382 0.9510
LOW 0.9510
0.618 0.9510
1.000 0.9510
1.618 0.9510
2.618 0.9510
4.250 0.9510
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 0.9510 0.9487
PP 0.9510 0.9463
S1 0.9510 0.9440

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

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