CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 0.9452 0.9445 -0.0007 -0.1% 0.9666
High 0.9452 0.9492 0.0040 0.4% 0.9690
Low 0.9452 0.9445 -0.0007 -0.1% 0.9450
Close 0.9445 0.9514 0.0069 0.7% 0.9452
Range 0.0000 0.0047 0.0047 0.0240
ATR 0.0071 0.0070 -0.0002 -2.4% 0.0000
Volume 30 4 -26 -86.7% 234
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9625 0.9616 0.9540
R3 0.9578 0.9569 0.9527
R2 0.9531 0.9531 0.9523
R1 0.9522 0.9522 0.9518 0.9527
PP 0.9484 0.9484 0.9484 0.9486
S1 0.9475 0.9475 0.9510 0.9480
S2 0.9437 0.9437 0.9505
S3 0.9390 0.9428 0.9501
S4 0.9343 0.9381 0.9488
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0251 1.0091 0.9584
R3 1.0011 0.9851 0.9518
R2 0.9771 0.9771 0.9496
R1 0.9611 0.9611 0.9474 0.9571
PP 0.9531 0.9531 0.9531 0.9511
S1 0.9371 0.9371 0.9430 0.9331
S2 0.9291 0.9291 0.9408
S3 0.9051 0.9131 0.9386
S4 0.8811 0.8891 0.9320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9674 0.9445 0.0229 2.4% 0.0047 0.5% 30% False True 51
10 0.9690 0.9445 0.0245 2.6% 0.0047 0.5% 28% False True 30
20 0.9726 0.9340 0.0386 4.1% 0.0034 0.4% 45% False False 21
40 0.9800 0.9294 0.0506 5.3% 0.0026 0.3% 43% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9692
2.618 0.9615
1.618 0.9568
1.000 0.9539
0.618 0.9521
HIGH 0.9492
0.618 0.9474
0.500 0.9469
0.382 0.9463
LOW 0.9445
0.618 0.9416
1.000 0.9398
1.618 0.9369
2.618 0.9322
4.250 0.9245
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 0.9499 0.9499
PP 0.9484 0.9484
S1 0.9469 0.9469

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

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