CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 10-Aug-2010
Day Change Summary
Previous Current
09-Aug-2010 10-Aug-2010 Change Change % Previous Week
Open 0.9682 0.9650 -0.0032 -0.3% 0.9730
High 0.9701 0.9650 -0.0051 -0.5% 0.9830
Low 0.9682 0.9586 -0.0096 -1.0% 0.9680
Close 0.9698 0.9651 -0.0047 -0.5% 0.9668
Range 0.0019 0.0064 0.0045 236.8% 0.0150
ATR 0.0061 0.0065 0.0004 5.9% 0.0000
Volume 21 4 -17 -81.0% 133
Daily Pivots for day following 10-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9821 0.9800 0.9686
R3 0.9757 0.9736 0.9669
R2 0.9693 0.9693 0.9663
R1 0.9672 0.9672 0.9657 0.9683
PP 0.9629 0.9629 0.9629 0.9634
S1 0.9608 0.9608 0.9645 0.9619
S2 0.9565 0.9565 0.9639
S3 0.9501 0.9544 0.9633
S4 0.9437 0.9480 0.9616
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 0.9586 0.0244 2.5% 0.0046 0.5% 27% False True 24
10 0.9830 0.9586 0.0244 2.5% 0.0033 0.3% 27% False True 20
20 0.9830 0.9445 0.0385 4.0% 0.0039 0.4% 54% False False 25
40 0.9830 0.9340 0.0490 5.1% 0.0031 0.3% 63% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9922
2.618 0.9818
1.618 0.9754
1.000 0.9714
0.618 0.9690
HIGH 0.9650
0.618 0.9626
0.500 0.9618
0.382 0.9610
LOW 0.9586
0.618 0.9546
1.000 0.9522
1.618 0.9482
2.618 0.9418
4.250 0.9314
Fisher Pivots for day following 10-Aug-2010
Pivot 1 day 3 day
R1 0.9640 0.9670
PP 0.9629 0.9664
S1 0.9618 0.9657

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

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