CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 0.9800 0.9726 -0.0074 -0.8% 0.9700
High 0.9800 0.9726 -0.0074 -0.8% 0.9740
Low 0.9800 0.9720 -0.0080 -0.8% 0.9648
Close 0.9736 0.9684 -0.0052 -0.5% 0.9749
Range 0.0000 0.0006 0.0006 0.0092
ATR 0.0073 0.0069 -0.0004 -5.6% 0.0000
Volume 1 2 1 100.0% 32
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9728 0.9712 0.9687
R3 0.9722 0.9706 0.9686
R2 0.9716 0.9716 0.9685
R1 0.9700 0.9700 0.9685 0.9705
PP 0.9710 0.9710 0.9710 0.9713
S1 0.9694 0.9694 0.9683 0.9699
S2 0.9704 0.9704 0.9683
S3 0.9698 0.9688 0.9682
S4 0.9692 0.9682 0.9681
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 0.9681 0.0119 1.2% 0.0004 0.0% 3% False False 2
10 0.9800 0.9543 0.0257 2.7% 0.0010 0.1% 55% False False 8
20 0.9800 0.9294 0.0506 5.2% 0.0017 0.2% 77% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9752
2.618 0.9742
1.618 0.9736
1.000 0.9732
0.618 0.9730
HIGH 0.9726
0.618 0.9724
0.500 0.9723
0.382 0.9722
LOW 0.9720
0.618 0.9716
1.000 0.9714
1.618 0.9710
2.618 0.9704
4.250 0.9695
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 0.9723 0.9760
PP 0.9710 0.9735
S1 0.9697 0.9709

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

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