CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 0.9787 0.9754 -0.0033 -0.3% 0.9730
High 0.9830 0.9754 -0.0076 -0.8% 0.9830
Low 0.9787 0.9680 -0.0107 -1.1% 0.9680
Close 0.9788 0.9668 -0.0120 -1.2% 0.9668
Range 0.0043 0.0074 0.0031 72.1% 0.0150
ATR 0.0060 0.0064 0.0003 5.7% 0.0000
Volume 15 72 57 380.0% 133
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9923 0.9869 0.9709
R3 0.9849 0.9795 0.9688
R2 0.9775 0.9775 0.9682
R1 0.9721 0.9721 0.9675 0.9711
PP 0.9701 0.9701 0.9701 0.9696
S1 0.9647 0.9647 0.9661 0.9637
S2 0.9627 0.9627 0.9654
S3 0.9553 0.9573 0.9648
S4 0.9479 0.9499 0.9627
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0176 1.0072 0.9751
R3 1.0026 0.9922 0.9709
R2 0.9876 0.9876 0.9696
R1 0.9772 0.9772 0.9682 0.9749
PP 0.9726 0.9726 0.9726 0.9715
S1 0.9622 0.9622 0.9654 0.9599
S2 0.9576 0.9576 0.9641
S3 0.9426 0.9472 0.9627
S4 0.9276 0.9322 0.9586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9830 0.9680 0.0150 1.6% 0.0036 0.4% -8% False True 26
10 0.9830 0.9603 0.0227 2.3% 0.0032 0.3% 29% False False 19
20 0.9830 0.9445 0.0385 4.0% 0.0040 0.4% 58% False False 24
40 0.9830 0.9340 0.0490 5.1% 0.0031 0.3% 67% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0069
2.618 0.9948
1.618 0.9874
1.000 0.9828
0.618 0.9800
HIGH 0.9754
0.618 0.9726
0.500 0.9717
0.382 0.9708
LOW 0.9680
0.618 0.9634
1.000 0.9606
1.618 0.9560
2.618 0.9486
4.250 0.9366
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 0.9717 0.9755
PP 0.9701 0.9726
S1 0.9684 0.9697

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

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