CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 0.9759 0.9787 0.0028 0.3% 0.9635
High 0.9790 0.9830 0.0040 0.4% 0.9700
Low 0.9759 0.9787 0.0028 0.3% 0.9603
Close 0.9793 0.9788 -0.0005 -0.1% 0.9674
Range 0.0031 0.0043 0.0012 38.7% 0.0097
ATR 0.0062 0.0060 -0.0001 -2.2% 0.0000
Volume 10 15 5 50.0% 63
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9931 0.9902 0.9812
R3 0.9888 0.9859 0.9800
R2 0.9845 0.9845 0.9796
R1 0.9816 0.9816 0.9792 0.9831
PP 0.9802 0.9802 0.9802 0.9809
S1 0.9773 0.9773 0.9784 0.9788
S2 0.9759 0.9759 0.9780
S3 0.9716 0.9730 0.9776
S4 0.9673 0.9687 0.9764
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 0.9830 0.9668 0.0162 1.7% 0.0022 0.2% 74% True False 17
10 0.9830 0.9603 0.0227 2.3% 0.0025 0.3% 81% True False 12
20 0.9830 0.9445 0.0385 3.9% 0.0040 0.4% 89% True False 21
40 0.9830 0.9340 0.0490 5.0% 0.0029 0.3% 91% True False 15
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 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0013
2.618 0.9943
1.618 0.9900
1.000 0.9873
0.618 0.9857
HIGH 0.9830
0.618 0.9814
0.500 0.9809
0.382 0.9803
LOW 0.9787
0.618 0.9760
1.000 0.9744
1.618 0.9717
2.618 0.9674
4.250 0.9604
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 0.9809 0.9781
PP 0.9802 0.9774
S1 0.9795 0.9768

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

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