CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 0.9505 0.9447 -0.0058 -0.6% 0.9533
High 0.9505 0.9447 -0.0058 -0.6% 0.9686
Low 0.9473 0.9349 -0.0124 -1.3% 0.9480
Close 0.9476 0.9401 -0.0075 -0.8% 0.9500
Range 0.0032 0.0098 0.0066 206.3% 0.0206
ATR 0.0072 0.0076 0.0004 5.4% 0.0000
Volume 59 400 341 578.0% 143
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9693 0.9645 0.9455
R3 0.9595 0.9547 0.9428
R2 0.9497 0.9497 0.9419
R1 0.9449 0.9449 0.9410 0.9424
PP 0.9399 0.9399 0.9399 0.9387
S1 0.9351 0.9351 0.9392 0.9326
S2 0.9301 0.9301 0.9383
S3 0.9203 0.9253 0.9374
S4 0.9105 0.9155 0.9347
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 0.9349 0.0337 3.6% 0.0074 0.8% 15% False True 114
10 0.9686 0.9349 0.0337 3.6% 0.0065 0.7% 15% False True 100
20 0.9830 0.9349 0.0481 5.1% 0.0049 0.5% 11% False True 60
40 0.9830 0.9340 0.0490 5.2% 0.0044 0.5% 12% False False 40
60 0.9830 0.9340 0.0490 5.2% 0.0036 0.4% 12% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9864
2.618 0.9704
1.618 0.9606
1.000 0.9545
0.618 0.9508
HIGH 0.9447
0.618 0.9410
0.500 0.9398
0.382 0.9386
LOW 0.9349
0.618 0.9288
1.000 0.9251
1.618 0.9190
2.618 0.9092
4.250 0.8933
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 0.9400 0.9473
PP 0.9399 0.9449
S1 0.9398 0.9425

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

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