CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 0.9725 0.9708 -0.0017 -0.2% 0.9805
High 0.9817 0.9708 -0.0109 -1.1% 0.9930
Low 0.9725 0.9600 -0.0125 -1.3% 0.9805
Close 0.9797 0.9615 -0.0182 -1.9% 0.9806
Range 0.0092 0.0108 0.0016 17.4% 0.0125
ATR 0.0050 0.0060 0.0011 21.1% 0.0000
Volume 26 40 14 53.8% 66
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9965 0.9898 0.9674
R3 0.9857 0.9790 0.9645
R2 0.9749 0.9749 0.9635
R1 0.9682 0.9682 0.9625 0.9662
PP 0.9641 0.9641 0.9641 0.9631
S1 0.9574 0.9574 0.9605 0.9554
S2 0.9533 0.9533 0.9595
S3 0.9425 0.9466 0.9585
S4 0.9317 0.9358 0.9556
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0222 1.0139 0.9875
R3 1.0097 1.0014 0.9840
R2 0.9972 0.9972 0.9829
R1 0.9889 0.9889 0.9817 0.9931
PP 0.9847 0.9847 0.9847 0.9868
S1 0.9764 0.9764 0.9795 0.9806
S2 0.9722 0.9722 0.9783
S3 0.9597 0.9639 0.9772
S4 0.9472 0.9514 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9600 0.0330 3.4% 0.0058 0.6% 5% False True 23
10 0.9930 0.9600 0.0330 3.4% 0.0037 0.4% 5% False True 22
20 0.9930 0.9600 0.0330 3.4% 0.0028 0.3% 5% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0167
2.618 0.9991
1.618 0.9883
1.000 0.9816
0.618 0.9775
HIGH 0.9708
0.618 0.9667
0.500 0.9654
0.382 0.9641
LOW 0.9600
0.618 0.9533
1.000 0.9492
1.618 0.9425
2.618 0.9317
4.250 0.9141
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 0.9654 0.9709
PP 0.9641 0.9677
S1 0.9628 0.9646

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

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