CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 0.9620 0.9605 -0.0015 -0.2% 0.9666
High 0.9620 0.9605 -0.0015 -0.2% 0.9690
Low 0.9501 0.9594 0.0093 1.0% 0.9450
Close 0.9489 0.9606 0.0117 1.2% 0.9452
Range 0.0119 0.0011 -0.0108 -90.8% 0.0240
ATR 0.0073 0.0076 0.0003 4.2% 0.0000
Volume 10 13 3 30.0% 234
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9635 0.9631 0.9612
R3 0.9624 0.9620 0.9609
R2 0.9613 0.9613 0.9608
R1 0.9609 0.9609 0.9607 0.9611
PP 0.9602 0.9602 0.9602 0.9603
S1 0.9598 0.9598 0.9605 0.9600
S2 0.9591 0.9591 0.9604
S3 0.9580 0.9587 0.9603
S4 0.9569 0.9576 0.9600
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 0.9620 0.9445 0.0175 1.8% 0.0039 0.4% 92% False False 20
10 0.9690 0.9445 0.0245 2.6% 0.0055 0.6% 66% False False 30
20 0.9690 0.9340 0.0350 3.6% 0.0036 0.4% 76% False False 22
40 0.9800 0.9340 0.0460 4.8% 0.0029 0.3% 58% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9652
2.618 0.9634
1.618 0.9623
1.000 0.9616
0.618 0.9612
HIGH 0.9605
0.618 0.9601
0.500 0.9600
0.382 0.9598
LOW 0.9594
0.618 0.9587
1.000 0.9583
1.618 0.9576
2.618 0.9565
4.250 0.9547
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 0.9604 0.9582
PP 0.9602 0.9557
S1 0.9600 0.9533

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

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