CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 0.9635 0.9700 0.0065 0.7% 0.9452
High 0.9635 0.9700 0.0065 0.7% 0.9620
Low 0.9634 0.9622 -0.0012 -0.1% 0.9445
Close 0.9627 0.9605 -0.0022 -0.2% 0.9606
Range 0.0001 0.0078 0.0077 7,700.0% 0.0175
ATR 0.0068 0.0069 0.0001 1.1% 0.0000
Volume 1 16 15 1,500.0% 62
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9876 0.9819 0.9648
R3 0.9798 0.9741 0.9626
R2 0.9720 0.9720 0.9619
R1 0.9663 0.9663 0.9612 0.9653
PP 0.9642 0.9642 0.9642 0.9637
S1 0.9585 0.9585 0.9598 0.9575
S2 0.9564 0.9564 0.9591
S3 0.9486 0.9507 0.9584
S4 0.9408 0.9429 0.9562
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 0.9700 0.9501 0.0199 2.1% 0.0042 0.4% 52% True False 9
10 0.9700 0.9445 0.0255 2.7% 0.0045 0.5% 63% True False 30
20 0.9700 0.9340 0.0360 3.7% 0.0040 0.4% 74% True False 21
40 0.9800 0.9340 0.0460 4.8% 0.0029 0.3% 58% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0032
2.618 0.9904
1.618 0.9826
1.000 0.9778
0.618 0.9748
HIGH 0.9700
0.618 0.9670
0.500 0.9661
0.382 0.9652
LOW 0.9622
0.618 0.9574
1.000 0.9544
1.618 0.9496
2.618 0.9418
4.250 0.9291
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 0.9661 0.9652
PP 0.9642 0.9636
S1 0.9624 0.9621

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

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