CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 0.9630 0.9668 0.0038 0.4% 0.9635
High 0.9630 0.9668 0.0038 0.4% 0.9700
Low 0.9603 0.9668 0.0065 0.7% 0.9603
Close 0.9612 0.9674 0.0062 0.6% 0.9674
Range 0.0027 0.0000 -0.0027 -100.0% 0.0097
ATR 0.0065 0.0064 -0.0001 -1.0% 0.0000
Volume 11 25 14 127.3% 63
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9670 0.9672 0.9674
R3 0.9670 0.9672 0.9674
R2 0.9670 0.9670 0.9674
R1 0.9672 0.9672 0.9674 0.9671
PP 0.9670 0.9670 0.9670 0.9670
S1 0.9672 0.9672 0.9674 0.9671
S2 0.9670 0.9670 0.9674
S3 0.9670 0.9672 0.9674
S4 0.9670 0.9672 0.9674
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9950 0.9909 0.9727
R3 0.9853 0.9812 0.9701
R2 0.9756 0.9756 0.9692
R1 0.9715 0.9715 0.9683 0.9736
PP 0.9659 0.9659 0.9659 0.9669
S1 0.9618 0.9618 0.9665 0.9639
S2 0.9562 0.9562 0.9656
S3 0.9465 0.9521 0.9647
S4 0.9368 0.9424 0.9621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9603 0.0097 1.0% 0.0028 0.3% 73% False False 12
10 0.9700 0.9445 0.0255 2.6% 0.0032 0.3% 90% False False 12
20 0.9700 0.9370 0.0330 3.4% 0.0039 0.4% 92% False False 21
40 0.9800 0.9340 0.0460 4.8% 0.0026 0.3% 73% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9668
2.618 0.9668
1.618 0.9668
1.000 0.9668
0.618 0.9668
HIGH 0.9668
0.618 0.9668
0.500 0.9668
0.382 0.9668
LOW 0.9668
0.618 0.9668
1.000 0.9668
1.618 0.9668
2.618 0.9668
4.250 0.9668
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 0.9672 0.9661
PP 0.9670 0.9648
S1 0.9668 0.9636

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

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