CME Canadian Dollar Future March 2011

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	0.9393	0.9471	0.0078	0.8%	0.9533
High	0.9393	0.9471	0.0078	0.8%	0.9686
Low	0.9355	0.9438	0.0083	0.9%	0.9480
Close	0.9399	0.9418	0.0019	0.2%	0.9500
Range	0.0038	0.0033	-0.0005	-13.2%	0.0206
ATR	0.0074	0.0074	0.0000	-0.2%	0.0000
Volume	115	37	-78	-67.8%	143

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	0.9541	0.9513	0.9436
R3	0.9508	0.9480	0.9427
R2	0.9475	0.9475	0.9424
R1	0.9447	0.9447	0.9421	0.9445
PP	0.9442	0.9442	0.9442	0.9441
S1	0.9414	0.9414	0.9415	0.9412
S2	0.9409	0.9409	0.9412
S3	0.9376	0.9381	0.9409
S4	0.9343	0.9348	0.9400

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0173	1.0043	0.9613
R3	0.9967	0.9837	0.9557
R2	0.9761	0.9761	0.9538
R1	0.9631	0.9631	0.9519	0.9593
PP	0.9555	0.9555	0.9555	0.9537
S1	0.9425	0.9425	0.9481	0.9387
S2	0.9349	0.9349	0.9462
S3	0.9143	0.9219	0.9443
S4	0.8937	0.9013	0.9387

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9596	0.9349	0.0247	2.6%	0.0063	0.7%	28%	False	False	127
10	0.9686	0.9349	0.0337	3.6%	0.0051	0.5%	20%	False	False	105
20	0.9830	0.9349	0.0481	5.1%	0.0049	0.5%	14%	False	False	67
40	0.9830	0.9340	0.0490	5.2%	0.0044	0.5%	16%	False	False	44
60	0.9830	0.9340	0.0490	5.2%	0.0034	0.4%	16%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9611
2.618	0.9557
1.618	0.9524
1.000	0.9504
0.618	0.9491
HIGH	0.9471
0.618	0.9458
0.500	0.9455
0.382	0.9451
LOW	0.9438
0.618	0.9418
1.000	0.9405
1.618	0.9385
2.618	0.9352
4.250	0.9298

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	0.9455	0.9415
PP	0.9442	0.9413
S1	0.9430	0.9410

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols