CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 0.9570 0.9656 0.0086 0.9% 0.9705
High 0.9678 0.9714 0.0036 0.4% 0.9722
Low 0.9563 0.9648 0.0085 0.9% 0.9512
Close 0.9664 0.9713 0.0049 0.5% 0.9573
Range 0.0115 0.0066 -0.0049 -42.6% 0.0210
ATR 0.0098 0.0096 -0.0002 -2.3% 0.0000
Volume 651 798 147 22.6% 3,810
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9890 0.9867 0.9749
R3 0.9824 0.9801 0.9731
R2 0.9758 0.9758 0.9725
R1 0.9735 0.9735 0.9719 0.9747
PP 0.9692 0.9692 0.9692 0.9697
S1 0.9669 0.9669 0.9707 0.9681
S2 0.9626 0.9626 0.9701
S3 0.9560 0.9603 0.9695
S4 0.9494 0.9537 0.9677
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0232 1.0113 0.9689
R3 1.0022 0.9903 0.9631
R2 0.9812 0.9812 0.9612
R1 0.9693 0.9693 0.9592 0.9648
PP 0.9602 0.9602 0.9602 0.9580
S1 0.9483 0.9483 0.9554 0.9438
S2 0.9392 0.9392 0.9535
S3 0.9182 0.9273 0.9515
S4 0.8972 0.9063 0.9458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9714 0.9512 0.0202 2.1% 0.0083 0.9% 100% True False 1,032
10 0.9867 0.9512 0.0355 3.7% 0.0092 0.9% 57% False False 749
20 0.9867 0.9500 0.0367 3.8% 0.0090 0.9% 58% False False 617
40 0.9867 0.9356 0.0511 5.3% 0.0098 1.0% 70% False False 472
60 0.9867 0.9230 0.0637 6.6% 0.0098 1.0% 76% False False 369
80 0.9955 0.9230 0.0725 7.5% 0.0099 1.0% 67% False False 305
100 1.0012 0.9230 0.0782 8.1% 0.0089 0.9% 62% False False 260
120 1.0012 0.9230 0.0782 8.1% 0.0079 0.8% 62% False False 222
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9995
2.618 0.9887
1.618 0.9821
1.000 0.9780
0.618 0.9755
HIGH 0.9714
0.618 0.9689
0.500 0.9681
0.382 0.9673
LOW 0.9648
0.618 0.9607
1.000 0.9582
1.618 0.9541
2.618 0.9475
4.250 0.9368
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 0.9702 0.9684
PP 0.9692 0.9655
S1 0.9681 0.9626

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

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