CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 0.9794 0.9865 0.0071 0.7% 0.9767
High 0.9860 0.9870 0.0010 0.1% 0.9889
Low 0.9747 0.9817 0.0070 0.7% 0.9696
Close 0.9831 0.9833 0.0002 0.0% 0.9831
Range 0.0113 0.0053 -0.0060 -53.1% 0.0193
ATR 0.0089 0.0086 -0.0003 -2.9% 0.0000
Volume 126 228 102 81.0% 1,170
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9999 0.9969 0.9862
R3 0.9946 0.9916 0.9848
R2 0.9893 0.9893 0.9843
R1 0.9863 0.9863 0.9838 0.9852
PP 0.9840 0.9840 0.9840 0.9834
S1 0.9810 0.9810 0.9828 0.9799
S2 0.9787 0.9787 0.9823
S3 0.9734 0.9757 0.9818
S4 0.9681 0.9704 0.9804
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0384 1.0301 0.9937
R3 1.0191 1.0108 0.9884
R2 0.9998 0.9998 0.9866
R1 0.9915 0.9915 0.9849 0.9957
PP 0.9805 0.9805 0.9805 0.9826
S1 0.9722 0.9722 0.9813 0.9764
S2 0.9612 0.9612 0.9796
S3 0.9419 0.9529 0.9778
S4 0.9226 0.9336 0.9725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9889 0.9696 0.0193 2.0% 0.0093 0.9% 71% False False 248
10 0.9889 0.9622 0.0267 2.7% 0.0087 0.9% 79% False False 195
20 0.9889 0.9600 0.0289 2.9% 0.0084 0.9% 81% False False 183
40 0.9889 0.9338 0.0551 5.6% 0.0074 0.8% 90% False False 137
60 0.9889 0.9338 0.0551 5.6% 0.0063 0.6% 90% False False 103
80 0.9889 0.9338 0.0551 5.6% 0.0055 0.6% 90% False False 82
100 0.9889 0.9294 0.0595 6.1% 0.0050 0.5% 91% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0095
2.618 1.0009
1.618 0.9956
1.000 0.9923
0.618 0.9903
HIGH 0.9870
0.618 0.9850
0.500 0.9844
0.382 0.9837
LOW 0.9817
0.618 0.9784
1.000 0.9764
1.618 0.9731
2.618 0.9678
4.250 0.9592
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 0.9844 0.9825
PP 0.9840 0.9818
S1 0.9837 0.9810

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

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