CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 0.9740 0.9800 0.0060 0.6% 0.9700
High 0.9740 0.9800 0.0060 0.6% 0.9740
Low 0.9740 0.9800 0.0060 0.6% 0.9648
Close 0.9749 0.9736 -0.0013 -0.1% 0.9749
Range
ATR 0.0075 0.0073 -0.0002 -2.3% 0.0000
Volume 3 1 -2 -66.7% 32
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9779 0.9757 0.9736
R3 0.9779 0.9757 0.9736
R2 0.9779 0.9779 0.9736
R1 0.9757 0.9757 0.9736 0.9768
PP 0.9779 0.9779 0.9779 0.9784
S1 0.9757 0.9757 0.9736 0.9768
S2 0.9779 0.9779 0.9736
S3 0.9779 0.9757 0.9736
S4 0.9779 0.9757 0.9736
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9988 0.9961 0.9800
R3 0.9896 0.9869 0.9774
R2 0.9804 0.9804 0.9766
R1 0.9777 0.9777 0.9757 0.9791
PP 0.9712 0.9712 0.9712 0.9719
S1 0.9685 0.9685 0.9741 0.9699
S2 0.9620 0.9620 0.9732
S3 0.9528 0.9593 0.9724
S4 0.9436 0.9501 0.9698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9680 0.0120 1.2% 0.0003 0.0% 47% True False 6
10 0.9800 0.9482 0.0318 3.3% 0.0010 0.1% 80% True False 10
20 0.9800 0.9294 0.0506 5.2% 0.0018 0.2% 87% True False 12
Crabel Price Patterns
NR False
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 0.0003
Fibonacci Retracements and Extensions
4.250 0.9800
2.618 0.9800
1.618 0.9800
1.000 0.9800
0.618 0.9800
HIGH 0.9800
0.618 0.9800
0.500 0.9800
0.382 0.9800
LOW 0.9800
0.618 0.9800
1.000 0.9800
1.618 0.9800
2.618 0.9800
4.250 0.9800
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 0.9800 0.9741
PP 0.9779 0.9739
S1 0.9757 0.9738

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

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