CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 0.9457 0.9452 -0.0005 -0.1% 0.9666
High 0.9466 0.9452 -0.0014 -0.1% 0.9690
Low 0.9450 0.9452 0.0002 0.0% 0.9450
Close 0.9452 0.9445 -0.0007 -0.1% 0.9452
Range 0.0016 0.0000 -0.0016 -100.0% 0.0240
ATR 0.0077 0.0071 -0.0005 -7.1% 0.0000
Volume 43 30 -13 -30.2% 234
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9450 0.9447 0.9445
R3 0.9450 0.9447 0.9445
R2 0.9450 0.9450 0.9445
R1 0.9447 0.9447 0.9445 0.9449
PP 0.9450 0.9450 0.9450 0.9450
S1 0.9447 0.9447 0.9445 0.9449
S2 0.9450 0.9450 0.9445
S3 0.9450 0.9447 0.9445
S4 0.9450 0.9447 0.9445
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0251 1.0091 0.9584
R3 1.0011 0.9851 0.9518
R2 0.9771 0.9771 0.9496
R1 0.9611 0.9611 0.9474 0.9571
PP 0.9531 0.9531 0.9531 0.9511
S1 0.9371 0.9371 0.9430 0.9331
S2 0.9291 0.9291 0.9408
S3 0.9051 0.9131 0.9386
S4 0.8811 0.8891 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9450 0.0240 2.5% 0.0061 0.6% -2% False False 51
10 0.9690 0.9449 0.0241 2.6% 0.0042 0.4% -2% False False 32
20 0.9800 0.9340 0.0460 4.9% 0.0031 0.3% 23% False False 21
40 0.9800 0.9294 0.0506 5.4% 0.0027 0.3% 30% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9452
2.618 0.9452
1.618 0.9452
1.000 0.9452
0.618 0.9452
HIGH 0.9452
0.618 0.9452
0.500 0.9452
0.382 0.9452
LOW 0.9452
0.618 0.9452
1.000 0.9452
1.618 0.9452
2.618 0.9452
4.250 0.9452
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 0.9452 0.9560
PP 0.9450 0.9522
S1 0.9447 0.9483

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

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