CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 0.9898 0.9880 -0.0018 -0.2% 0.9875
High 0.9925 0.9952 0.0027 0.3% 0.9930
Low 0.9850 0.9870 0.0020 0.2% 0.9820
Close 0.9906 0.9919 0.0013 0.1% 0.9872
Range 0.0075 0.0082 0.0007 9.3% 0.0110
ATR 0.0064 0.0066 0.0001 2.0% 0.0000
Volume 123 20 -103 -83.7% 584
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0160 1.0121 0.9964
R3 1.0078 1.0039 0.9942
R2 0.9996 0.9996 0.9934
R1 0.9957 0.9957 0.9927 0.9977
PP 0.9914 0.9914 0.9914 0.9923
S1 0.9875 0.9875 0.9911 0.9895
S2 0.9832 0.9832 0.9904
S3 0.9750 0.9793 0.9896
S4 0.9668 0.9711 0.9874
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0204 1.0148 0.9933
R3 1.0094 1.0038 0.9902
R2 0.9984 0.9984 0.9892
R1 0.9928 0.9928 0.9882 0.9901
PP 0.9874 0.9874 0.9874 0.9861
S1 0.9818 0.9818 0.9862 0.9791
S2 0.9764 0.9764 0.9852
S3 0.9654 0.9708 0.9842
S4 0.9544 0.9598 0.9812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9952 0.9841 0.0111 1.1% 0.0055 0.6% 70% True False 103
10 0.9952 0.9820 0.0132 1.3% 0.0057 0.6% 75% True False 86
20 0.9952 0.9677 0.0275 2.8% 0.0054 0.5% 88% True False 71
40 0.9961 0.9624 0.0337 3.4% 0.0051 0.5% 88% False False 64
60 0.9961 0.9600 0.0361 3.6% 0.0044 0.4% 88% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0301
2.618 1.0167
1.618 1.0085
1.000 1.0034
0.618 1.0003
HIGH 0.9952
0.618 0.9921
0.500 0.9911
0.382 0.9901
LOW 0.9870
0.618 0.9819
1.000 0.9788
1.618 0.9737
2.618 0.9655
4.250 0.9522
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 0.9916 0.9913
PP 0.9914 0.9907
S1 0.9911 0.9901

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

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