CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 0.9580 0.9666 0.0086 0.9% 0.9449
High 0.9650 0.9666 0.0016 0.2% 0.9650
Low 0.9580 0.9666 0.0086 0.9% 0.9449
Close 0.9652 0.9607 -0.0045 -0.5% 0.9652
Range 0.0070 0.0000 -0.0070 -100.0% 0.0201
ATR 0.0069 0.0065 -0.0004 -5.7% 0.0000
Volume 11 7 -4 -36.4% 56
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9646 0.9627 0.9607
R3 0.9646 0.9627 0.9607
R2 0.9646 0.9646 0.9607
R1 0.9627 0.9627 0.9607 0.9637
PP 0.9646 0.9646 0.9646 0.9651
S1 0.9627 0.9627 0.9607 0.9637
S2 0.9646 0.9646 0.9607
S3 0.9646 0.9627 0.9607
S4 0.9646 0.9627 0.9607
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0187 1.0120 0.9763
R3 0.9986 0.9919 0.9707
R2 0.9785 0.9785 0.9689
R1 0.9718 0.9718 0.9670 0.9752
PP 0.9584 0.9584 0.9584 0.9600
S1 0.9517 0.9517 0.9634 0.9551
S2 0.9383 0.9383 0.9615
S3 0.9182 0.9316 0.9597
S4 0.8981 0.9115 0.9541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9666 0.9449 0.0217 2.3% 0.0024 0.2% 73% True False 12
10 0.9666 0.9340 0.0326 3.4% 0.0025 0.3% 82% True False 13
20 0.9800 0.9340 0.0460 4.8% 0.0021 0.2% 58% False False 9
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 True
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9666
2.618 0.9666
1.618 0.9666
1.000 0.9666
0.618 0.9666
HIGH 0.9666
0.618 0.9666
0.500 0.9666
0.382 0.9666
LOW 0.9666
0.618 0.9666
1.000 0.9666
1.618 0.9666
2.618 0.9666
4.250 0.9666
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 0.9666 0.9609
PP 0.9646 0.9608
S1 0.9627 0.9608

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

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