CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 0.9471 0.9426 -0.0045 -0.5% 0.9505
High 0.9471 0.9471 0.0000 0.0% 0.9505
Low 0.9438 0.9371 -0.0067 -0.7% 0.9349
Close 0.9418 0.9469 0.0051 0.5% 0.9469
Range 0.0033 0.0100 0.0067 203.0% 0.0156
ATR 0.0074 0.0076 0.0002 2.5% 0.0000
Volume 37 39 2 5.4% 650
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9737 0.9703 0.9524
R3 0.9637 0.9603 0.9497
R2 0.9537 0.9537 0.9487
R1 0.9503 0.9503 0.9478 0.9520
PP 0.9437 0.9437 0.9437 0.9446
S1 0.9403 0.9403 0.9460 0.9420
S2 0.9337 0.9337 0.9451
S3 0.9237 0.9303 0.9442
S4 0.9137 0.9203 0.9414
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9909 0.9845 0.9555
R3 0.9753 0.9689 0.9512
R2 0.9597 0.9597 0.9498
R1 0.9533 0.9533 0.9483 0.9487
PP 0.9441 0.9441 0.9441 0.9418
S1 0.9377 0.9377 0.9455 0.9331
S2 0.9285 0.9285 0.9440
S3 0.9129 0.9221 0.9426
S4 0.8973 0.9065 0.9383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9505 0.9349 0.0156 1.6% 0.0060 0.6% 77% False False 130
10 0.9686 0.9349 0.0337 3.6% 0.0057 0.6% 36% False False 79
20 0.9830 0.9349 0.0481 5.1% 0.0054 0.6% 25% False False 67
40 0.9830 0.9349 0.0481 5.1% 0.0046 0.5% 25% False False 44
60 0.9830 0.9340 0.0490 5.2% 0.0035 0.4% 26% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9896
2.618 0.9733
1.618 0.9633
1.000 0.9571
0.618 0.9533
HIGH 0.9471
0.618 0.9433
0.500 0.9421
0.382 0.9409
LOW 0.9371
0.618 0.9309
1.000 0.9271
1.618 0.9209
2.618 0.9109
4.250 0.8946
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 0.9453 0.9450
PP 0.9437 0.9432
S1 0.9421 0.9413

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

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