CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 0.9585 0.9500 -0.0085 -0.9% 0.9506
High 0.9607 0.9618 0.0011 0.1% 0.9590
Low 0.9511 0.9500 -0.0011 -0.1% 0.9338
Close 0.9512 0.9606 0.0094 1.0% 0.9586
Range 0.0096 0.0118 0.0022 22.9% 0.0252
ATR 0.0082 0.0085 0.0003 3.1% 0.0000
Volume 130 70 -60 -46.2% 452
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9929 0.9885 0.9671
R3 0.9811 0.9767 0.9638
R2 0.9693 0.9693 0.9628
R1 0.9649 0.9649 0.9617 0.9671
PP 0.9575 0.9575 0.9575 0.9586
S1 0.9531 0.9531 0.9595 0.9553
S2 0.9457 0.9457 0.9584
S3 0.9339 0.9413 0.9574
S4 0.9221 0.9295 0.9541
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0261 1.0175 0.9725
R3 1.0009 0.9923 0.9655
R2 0.9757 0.9757 0.9632
R1 0.9671 0.9671 0.9609 0.9714
PP 0.9505 0.9505 0.9505 0.9526
S1 0.9419 0.9419 0.9563 0.9462
S2 0.9253 0.9253 0.9540
S3 0.9001 0.9167 0.9517
S4 0.8749 0.8915 0.9447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9618 0.9356 0.0262 2.7% 0.0086 0.9% 95% True False 99
10 0.9618 0.9338 0.0280 2.9% 0.0071 0.7% 96% True False 84
20 0.9686 0.9338 0.0348 3.6% 0.0068 0.7% 77% False False 92
40 0.9830 0.9338 0.0492 5.1% 0.0053 0.6% 54% False False 58
60 0.9830 0.9338 0.0492 5.1% 0.0043 0.4% 54% False False 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0120
2.618 0.9927
1.618 0.9809
1.000 0.9736
0.618 0.9691
HIGH 0.9618
0.618 0.9573
0.500 0.9559
0.382 0.9545
LOW 0.9500
0.618 0.9427
1.000 0.9382
1.618 0.9309
2.618 0.9191
4.250 0.8999
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 0.9590 0.9590
PP 0.9575 0.9575
S1 0.9559 0.9559

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

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