CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 0.9836 0.9819 -0.0017 -0.2% 0.9878
High 0.9875 0.9836 -0.0039 -0.4% 0.9939
Low 0.9783 0.9738 -0.0045 -0.5% 0.9725
Close 0.9813 0.9762 -0.0051 -0.5% 0.9817
Range 0.0092 0.0098 0.0006 6.5% 0.0214
ATR 0.0100 0.0100 0.0000 -0.2% 0.0000
Volume 78,016 97,679 19,663 25.2% 432,777
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0073 1.0015 0.9816
R3 0.9975 0.9917 0.9789
R2 0.9877 0.9877 0.9780
R1 0.9819 0.9819 0.9771 0.9799
PP 0.9779 0.9779 0.9779 0.9769
S1 0.9721 0.9721 0.9753 0.9701
S2 0.9681 0.9681 0.9744
S3 0.9583 0.9623 0.9735
S4 0.9485 0.9525 0.9708
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0469 1.0357 0.9935
R3 1.0255 1.0143 0.9876
R2 1.0041 1.0041 0.9856
R1 0.9929 0.9929 0.9837 0.9878
PP 0.9827 0.9827 0.9827 0.9802
S1 0.9715 0.9715 0.9797 0.9664
S2 0.9613 0.9613 0.9778
S3 0.9399 0.9501 0.9758
S4 0.9185 0.9287 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9875 0.9725 0.0150 1.5% 0.0087 0.9% 25% False False 81,634
10 1.0016 0.9725 0.0291 3.0% 0.0101 1.0% 13% False False 89,968
20 1.0016 0.9660 0.0356 3.6% 0.0096 1.0% 29% False False 87,070
40 1.0016 0.9625 0.0391 4.0% 0.0103 1.1% 35% False False 86,756
60 1.0016 0.9371 0.0645 6.6% 0.0103 1.0% 61% False False 74,912
80 1.0016 0.9352 0.0664 6.8% 0.0101 1.0% 62% False False 56,498
100 1.0016 0.9352 0.0664 6.8% 0.0100 1.0% 62% False False 45,285
120 1.0016 0.9352 0.0664 6.8% 0.0100 1.0% 62% False False 37,771
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 0.0022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0253
2.618 1.0093
1.618 0.9995
1.000 0.9934
0.618 0.9897
HIGH 0.9836
0.618 0.9799
0.500 0.9787
0.382 0.9775
LOW 0.9738
0.618 0.9677
1.000 0.9640
1.618 0.9579
2.618 0.9481
4.250 0.9322
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 0.9787 0.9807
PP 0.9779 0.9792
S1 0.9770 0.9777

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

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