CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 0.9650 0.9655 0.0005 0.1% 0.9730
High 0.9650 0.9655 0.0005 0.1% 0.9830
Low 0.9586 0.9512 -0.0074 -0.8% 0.9680
Close 0.9651 0.9511 -0.0140 -1.5% 0.9668
Range 0.0064 0.0143 0.0079 123.4% 0.0150
ATR 0.0065 0.0071 0.0006 8.6% 0.0000
Volume 4 44 40 1,000.0% 133
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9988 0.9893 0.9590
R3 0.9845 0.9750 0.9550
R2 0.9702 0.9702 0.9537
R1 0.9607 0.9607 0.9524 0.9583
PP 0.9559 0.9559 0.9559 0.9548
S1 0.9464 0.9464 0.9498 0.9440
S2 0.9416 0.9416 0.9485
S3 0.9273 0.9321 0.9472
S4 0.9130 0.9178 0.9432
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0176 1.0072 0.9751
R3 1.0026 0.9922 0.9709
R2 0.9876 0.9876 0.9696
R1 0.9772 0.9772 0.9682 0.9749
PP 0.9726 0.9726 0.9726 0.9715
S1 0.9622 0.9622 0.9654 0.9599
S2 0.9576 0.9576 0.9641
S3 0.9426 0.9472 0.9627
S4 0.9276 0.9322 0.9586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9830 0.9512 0.0318 3.3% 0.0069 0.7% 0% False True 31
10 0.9830 0.9512 0.0318 3.3% 0.0044 0.5% 0% False True 23
20 0.9830 0.9445 0.0385 4.0% 0.0043 0.5% 17% False False 20
40 0.9830 0.9340 0.0490 5.2% 0.0034 0.4% 35% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.0263
2.618 1.0029
1.618 0.9886
1.000 0.9798
0.618 0.9743
HIGH 0.9655
0.618 0.9600
0.500 0.9584
0.382 0.9567
LOW 0.9512
0.618 0.9424
1.000 0.9369
1.618 0.9281
2.618 0.9138
4.250 0.8904
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 0.9584 0.9607
PP 0.9559 0.9575
S1 0.9535 0.9543

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

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