CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 0.9646 0.9630 -0.0016 -0.2% 0.9452
High 0.9646 0.9630 -0.0016 -0.2% 0.9620
Low 0.9610 0.9603 -0.0007 -0.1% 0.9445
Close 0.9589 0.9612 0.0023 0.2% 0.9606
Range 0.0036 0.0027 -0.0009 -25.0% 0.0175
ATR 0.0067 0.0065 -0.0002 -2.7% 0.0000
Volume 10 11 1 10.0% 62
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9696 0.9681 0.9627
R3 0.9669 0.9654 0.9619
R2 0.9642 0.9642 0.9617
R1 0.9627 0.9627 0.9614 0.9621
PP 0.9615 0.9615 0.9615 0.9612
S1 0.9600 0.9600 0.9610 0.9594
S2 0.9588 0.9588 0.9607
S3 0.9561 0.9573 0.9605
S4 0.9534 0.9546 0.9597
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 1.0082 1.0019 0.9702
R3 0.9907 0.9844 0.9654
R2 0.9732 0.9732 0.9638
R1 0.9669 0.9669 0.9622 0.9701
PP 0.9557 0.9557 0.9557 0.9573
S1 0.9494 0.9494 0.9590 0.9526
S2 0.9382 0.9382 0.9574
S3 0.9207 0.9319 0.9558
S4 0.9032 0.9144 0.9510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9700 0.9603 0.0097 1.0% 0.0028 0.3% 9% False True 8
10 0.9700 0.9445 0.0255 2.7% 0.0034 0.3% 65% False False 14
20 0.9700 0.9340 0.0360 3.7% 0.0039 0.4% 76% False False 20
40 0.9800 0.9340 0.0460 4.8% 0.0026 0.3% 59% False False 16
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9745
2.618 0.9701
1.618 0.9674
1.000 0.9657
0.618 0.9647
HIGH 0.9630
0.618 0.9620
0.500 0.9617
0.382 0.9613
LOW 0.9603
0.618 0.9586
1.000 0.9576
1.618 0.9559
2.618 0.9532
4.250 0.9488
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 0.9617 0.9652
PP 0.9615 0.9638
S1 0.9614 0.9625

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

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