CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 0.9637 0.9575 -0.0062 -0.6% 0.9533
High 0.9686 0.9596 -0.0090 -0.9% 0.9686
Low 0.9568 0.9480 -0.0088 -0.9% 0.9480
Close 0.9579 0.9500 -0.0079 -0.8% 0.9500
Range 0.0118 0.0116 -0.0002 -1.7% 0.0206
ATR 0.0072 0.0075 0.0003 4.4% 0.0000
Volume 6 27 21 350.0% 143
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9873 0.9803 0.9564
R3 0.9757 0.9687 0.9532
R2 0.9641 0.9641 0.9521
R1 0.9571 0.9571 0.9511 0.9548
PP 0.9525 0.9525 0.9525 0.9514
S1 0.9455 0.9455 0.9489 0.9432
S2 0.9409 0.9409 0.9479
S3 0.9293 0.9339 0.9468
S4 0.9177 0.9223 0.9436
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0173 1.0043 0.9613
R3 0.9967 0.9837 0.9557
R2 0.9761 0.9761 0.9538
R1 0.9631 0.9631 0.9519 0.9593
PP 0.9555 0.9555 0.9555 0.9537
S1 0.9425 0.9425 0.9481 0.9387
S2 0.9349 0.9349 0.9462
S3 0.9143 0.9219 0.9443
S4 0.8937 0.9013 0.9387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9686 0.9480 0.0206 2.2% 0.0053 0.6% 10% False True 28
10 0.9701 0.9480 0.0221 2.3% 0.0060 0.6% 9% False True 57
20 0.9830 0.9480 0.0350 3.7% 0.0046 0.5% 6% False True 38
40 0.9830 0.9340 0.0490 5.2% 0.0041 0.4% 33% False False 29
60 0.9830 0.9340 0.0490 5.2% 0.0034 0.4% 33% False False 24
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0089
2.618 0.9900
1.618 0.9784
1.000 0.9712
0.618 0.9668
HIGH 0.9596
0.618 0.9552
0.500 0.9538
0.382 0.9524
LOW 0.9480
0.618 0.9408
1.000 0.9364
1.618 0.9292
2.618 0.9176
4.250 0.8987
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 0.9538 0.9583
PP 0.9525 0.9555
S1 0.9513 0.9528

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

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