CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 0.9666 0.9607 -0.0059 -0.6% 0.9449
High 0.9666 0.9690 0.0024 0.2% 0.9650
Low 0.9666 0.9576 -0.0090 -0.9% 0.9449
Close 0.9607 0.9650 0.0043 0.4% 0.9652
Range 0.0000 0.0114 0.0114 0.0201
ATR 0.0065 0.0069 0.0003 5.3% 0.0000
Volume 7 3 -4 -57.1% 56
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9981 0.9929 0.9713
R3 0.9867 0.9815 0.9681
R2 0.9753 0.9753 0.9671
R1 0.9701 0.9701 0.9660 0.9727
PP 0.9639 0.9639 0.9639 0.9652
S1 0.9587 0.9587 0.9640 0.9613
S2 0.9525 0.9525 0.9629
S3 0.9411 0.9473 0.9619
S4 0.9297 0.9359 0.9587
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 0.9690 0.9510 0.0180 1.9% 0.0046 0.5% 78% True False 10
10 0.9690 0.9340 0.0350 3.6% 0.0036 0.4% 89% True False 12
20 0.9800 0.9340 0.0460 4.8% 0.0023 0.2% 67% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.0175
2.618 0.9988
1.618 0.9874
1.000 0.9804
0.618 0.9760
HIGH 0.9690
0.618 0.9646
0.500 0.9633
0.382 0.9620
LOW 0.9576
0.618 0.9506
1.000 0.9462
1.618 0.9392
2.618 0.9278
4.250 0.9092
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 0.9644 0.9644
PP 0.9639 0.9639
S1 0.9633 0.9633

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

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