CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 0.9674 0.9654 -0.0020 -0.2% 0.9449
High 0.9674 0.9670 -0.0004 0.0% 0.9650
Low 0.9615 0.9556 -0.0059 -0.6% 0.9449
Close 0.9623 0.9596 -0.0027 -0.3% 0.9652
Range 0.0059 0.0114 0.0055 93.2% 0.0201
ATR 0.0068 0.0071 0.0003 4.8% 0.0000
Volume 150 31 -119 -79.3% 56
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9949 0.9887 0.9659
R3 0.9835 0.9773 0.9627
R2 0.9721 0.9721 0.9617
R1 0.9659 0.9659 0.9606 0.9633
PP 0.9607 0.9607 0.9607 0.9595
S1 0.9545 0.9545 0.9586 0.9519
S2 0.9493 0.9493 0.9575
S3 0.9379 0.9431 0.9565
S4 0.9265 0.9317 0.9533
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 0.9556 0.0134 1.4% 0.0071 0.7% 30% False True 40
10 0.9690 0.9340 0.0350 3.6% 0.0044 0.5% 73% False False 27
20 0.9800 0.9340 0.0460 4.8% 0.0031 0.3% 56% False False 17
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0155
2.618 0.9968
1.618 0.9854
1.000 0.9784
0.618 0.9740
HIGH 0.9670
0.618 0.9626
0.500 0.9613
0.382 0.9600
LOW 0.9556
0.618 0.9486
1.000 0.9442
1.618 0.9372
2.618 0.9258
4.250 0.9072
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 0.9613 0.9623
PP 0.9607 0.9614
S1 0.9602 0.9605

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

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