CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 0.9605 0.9603 -0.0002 0.0% 0.9452
High 0.9605 0.9603 -0.0002 0.0% 0.9620
Low 0.9594 0.9603 0.0009 0.1% 0.9445
Close 0.9606 0.9606 0.0000 0.0% 0.9606
Range 0.0011 0.0000 -0.0011 -100.0% 0.0175
ATR 0.0076 0.0071 -0.0005 -6.9% 0.0000
Volume 13 5 -8 -61.5% 62
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9604 0.9605 0.9606
R3 0.9604 0.9605 0.9606
R2 0.9604 0.9604 0.9606
R1 0.9605 0.9605 0.9606 0.9605
PP 0.9604 0.9604 0.9604 0.9604
S1 0.9605 0.9605 0.9606 0.9605
S2 0.9604 0.9604 0.9606
S3 0.9604 0.9605 0.9606
S4 0.9604 0.9605 0.9606
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0082 1.0019 0.9702
R3 0.9907 0.9844 0.9654
R2 0.9732 0.9732 0.9638
R1 0.9669 0.9669 0.9622 0.9701
PP 0.9557 0.9557 0.9557 0.9573
S1 0.9494 0.9494 0.9590 0.9526
S2 0.9382 0.9382 0.9574
S3 0.9207 0.9319 0.9558
S4 0.9032 0.9144 0.9510
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% 0.0035 0.4% 92% False False 12
10 0.9690 0.9445 0.0245 2.6% 0.0048 0.5% 66% False False 29
20 0.9690 0.9340 0.0350 3.6% 0.0036 0.4% 76% False False 21
40 0.9800 0.9340 0.0460 4.8% 0.0029 0.3% 58% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9603
2.618 0.9603
1.618 0.9603
1.000 0.9603
0.618 0.9603
HIGH 0.9603
0.618 0.9603
0.500 0.9603
0.382 0.9603
LOW 0.9603
0.618 0.9603
1.000 0.9603
1.618 0.9603
2.618 0.9603
4.250 0.9603
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 0.9605 0.9591
PP 0.9604 0.9576
S1 0.9603 0.9561

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

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