CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 0.9356 0.9460 0.0104 1.1% 0.9505
High 0.9486 0.9483 -0.0003 0.0% 0.9505
Low 0.9356 0.9460 0.0104 1.1% 0.9349
Close 0.9470 0.9448 -0.0022 -0.2% 0.9469
Range 0.0130 0.0023 -0.0107 -82.3% 0.0156
ATR 0.0080 0.0076 -0.0004 -5.1% 0.0000
Volume 167 75 -92 -55.1% 650
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9533 0.9513 0.9461
R3 0.9510 0.9490 0.9454
R2 0.9487 0.9487 0.9452
R1 0.9467 0.9467 0.9450 0.9466
PP 0.9464 0.9464 0.9464 0.9463
S1 0.9444 0.9444 0.9446 0.9443
S2 0.9441 0.9441 0.9444
S3 0.9418 0.9421 0.9442
S4 0.9395 0.9398 0.9435
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 0.9338 0.0168 1.8% 0.0072 0.8% 65% False False 87
10 0.9596 0.9338 0.0258 2.7% 0.0068 0.7% 43% False False 107
20 0.9754 0.9338 0.0416 4.4% 0.0062 0.7% 26% False False 84
40 0.9830 0.9338 0.0492 5.2% 0.0051 0.5% 22% False False 53
60 0.9830 0.9338 0.0492 5.2% 0.0040 0.4% 22% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9581
2.618 0.9543
1.618 0.9520
1.000 0.9506
0.618 0.9497
HIGH 0.9483
0.618 0.9474
0.500 0.9472
0.382 0.9469
LOW 0.9460
0.618 0.9446
1.000 0.9437
1.618 0.9423
2.618 0.9400
4.250 0.9362
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 0.9472 0.9436
PP 0.9464 0.9424
S1 0.9456 0.9412

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

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