CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 0.9445 0.9620 0.0175 1.9% 0.9666
High 0.9492 0.9620 0.0128 1.3% 0.9690
Low 0.9445 0.9501 0.0056 0.6% 0.9450
Close 0.9514 0.9489 -0.0025 -0.3% 0.9452
Range 0.0047 0.0119 0.0072 153.2% 0.0240
ATR 0.0070 0.0073 0.0004 5.1% 0.0000
Volume 4 10 6 150.0% 234
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9894 0.9810 0.9554
R3 0.9775 0.9691 0.9522
R2 0.9656 0.9656 0.9511
R1 0.9572 0.9572 0.9500 0.9555
PP 0.9537 0.9537 0.9537 0.9528
S1 0.9453 0.9453 0.9478 0.9436
S2 0.9418 0.9418 0.9467
S3 0.9299 0.9334 0.9456
S4 0.9180 0.9215 0.9424
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 0.9670 0.9445 0.0225 2.4% 0.0059 0.6% 20% False False 23
10 0.9690 0.9445 0.0245 2.6% 0.0059 0.6% 18% False False 30
20 0.9690 0.9340 0.0350 3.7% 0.0039 0.4% 43% False False 21
40 0.9800 0.9294 0.0506 5.3% 0.0028 0.3% 39% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0126
2.618 0.9932
1.618 0.9813
1.000 0.9739
0.618 0.9694
HIGH 0.9620
0.618 0.9575
0.500 0.9561
0.382 0.9546
LOW 0.9501
0.618 0.9427
1.000 0.9382
1.618 0.9308
2.618 0.9189
4.250 0.8995
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 0.9561 0.9533
PP 0.9537 0.9518
S1 0.9513 0.9504

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

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