CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 0.9730 0.9712 -0.0018 -0.2% 0.9635
High 0.9750 0.9712 -0.0038 -0.4% 0.9700
Low 0.9723 0.9705 -0.0018 -0.2% 0.9603
Close 0.9724 0.9731 0.0007 0.1% 0.9674
Range 0.0027 0.0007 -0.0020 -74.1% 0.0097
ATR 0.0065 0.0062 -0.0003 -5.1% 0.0000
Volume 29 7 -22 -75.9% 63
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9737 0.9741 0.9735
R3 0.9730 0.9734 0.9733
R2 0.9723 0.9723 0.9732
R1 0.9727 0.9727 0.9732 0.9725
PP 0.9716 0.9716 0.9716 0.9715
S1 0.9720 0.9720 0.9730 0.9718
S2 0.9709 0.9709 0.9730
S3 0.9702 0.9713 0.9729
S4 0.9695 0.9706 0.9727
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9950 0.9909 0.9727
R3 0.9853 0.9812 0.9701
R2 0.9756 0.9756 0.9692
R1 0.9715 0.9715 0.9683 0.9736
PP 0.9659 0.9659 0.9659 0.9669
S1 0.9618 0.9618 0.9665 0.9639
S2 0.9562 0.9562 0.9656
S3 0.9465 0.9521 0.9647
S4 0.9368 0.9424 0.9621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9603 0.0147 1.5% 0.0019 0.2% 87% False False 16
10 0.9750 0.9501 0.0249 2.6% 0.0031 0.3% 92% False False 12
20 0.9750 0.9445 0.0305 3.1% 0.0039 0.4% 94% False False 21
40 0.9800 0.9340 0.0460 4.7% 0.0027 0.3% 85% 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 True
Bear Hook True
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9742
2.618 0.9730
1.618 0.9723
1.000 0.9719
0.618 0.9716
HIGH 0.9712
0.618 0.9709
0.500 0.9709
0.382 0.9708
LOW 0.9705
0.618 0.9701
1.000 0.9698
1.618 0.9694
2.618 0.9687
4.250 0.9675
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 0.9724 0.9724
PP 0.9716 0.9716
S1 0.9709 0.9709

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

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