CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 0.9754 0.9682 -0.0072 -0.7% 0.9730
High 0.9754 0.9701 -0.0053 -0.5% 0.9830
Low 0.9680 0.9682 0.0002 0.0% 0.9680
Close 0.9668 0.9698 0.0030 0.3% 0.9668
Range 0.0074 0.0019 -0.0055 -74.3% 0.0150
ATR 0.0064 0.0061 -0.0002 -3.4% 0.0000
Volume 72 21 -51 -70.8% 133
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9751 0.9743 0.9708
R3 0.9732 0.9724 0.9703
R2 0.9713 0.9713 0.9701
R1 0.9705 0.9705 0.9700 0.9709
PP 0.9694 0.9694 0.9694 0.9696
S1 0.9686 0.9686 0.9696 0.9690
S2 0.9675 0.9675 0.9695
S3 0.9656 0.9667 0.9693
S4 0.9637 0.9648 0.9688
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 1.5% 0.0035 0.4% 12% False False 25
10 0.9830 0.9603 0.0227 2.3% 0.0034 0.4% 42% False False 21
20 0.9830 0.9445 0.0385 4.0% 0.0041 0.4% 66% False False 25
40 0.9830 0.9340 0.0490 5.1% 0.0031 0.3% 73% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9782
2.618 0.9751
1.618 0.9732
1.000 0.9720
0.618 0.9713
HIGH 0.9701
0.618 0.9694
0.500 0.9692
0.382 0.9689
LOW 0.9682
0.618 0.9670
1.000 0.9663
1.618 0.9651
2.618 0.9632
4.250 0.9601
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 0.9696 0.9755
PP 0.9694 0.9736
S1 0.9692 0.9717

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

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