CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 0.9426 0.9506 0.0080 0.8% 0.9505
High 0.9471 0.9506 0.0035 0.4% 0.9505
Low 0.9371 0.9436 0.0065 0.7% 0.9349
Close 0.9469 0.9411 -0.0058 -0.6% 0.9469
Range 0.0100 0.0070 -0.0030 -30.0% 0.0156
ATR 0.0076 0.0075 0.0000 -0.5% 0.0000
Volume 39 84 45 115.4% 650
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9661 0.9606 0.9450
R3 0.9591 0.9536 0.9430
R2 0.9521 0.9521 0.9424
R1 0.9466 0.9466 0.9417 0.9459
PP 0.9451 0.9451 0.9451 0.9447
S1 0.9396 0.9396 0.9405 0.9389
S2 0.9381 0.9381 0.9398
S3 0.9311 0.9326 0.9392
S4 0.9241 0.9256 0.9373
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9909 0.9845 0.9555
R3 0.9753 0.9689 0.9512
R2 0.9597 0.9597 0.9498
R1 0.9533 0.9533 0.9483 0.9487
PP 0.9441 0.9441 0.9441 0.9418
S1 0.9377 0.9377 0.9455 0.9331
S2 0.9285 0.9285 0.9440
S3 0.9129 0.9221 0.9426
S4 0.8973 0.9065 0.9383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9506 0.9349 0.0157 1.7% 0.0068 0.7% 39% True False 135
10 0.9686 0.9349 0.0337 3.6% 0.0064 0.7% 18% False False 84
20 0.9830 0.9349 0.0481 5.1% 0.0056 0.6% 13% False False 70
40 0.9830 0.9349 0.0481 5.1% 0.0047 0.5% 13% False False 46
60 0.9830 0.9340 0.0490 5.2% 0.0037 0.4% 14% False False 34
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 True
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9804
2.618 0.9689
1.618 0.9619
1.000 0.9576
0.618 0.9549
HIGH 0.9506
0.618 0.9479
0.500 0.9471
0.382 0.9463
LOW 0.9436
0.618 0.9393
1.000 0.9366
1.618 0.9323
2.618 0.9253
4.250 0.9139
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 0.9471 0.9439
PP 0.9451 0.9429
S1 0.9431 0.9420

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

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