CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 0.9660 0.9762 0.0102 1.1% 0.9805
High 0.9729 0.9782 0.0053 0.5% 0.9930
Low 0.9660 0.9664 0.0004 0.0% 0.9805
Close 0.9724 0.9678 -0.0046 -0.5% 0.9806
Range 0.0069 0.0118 0.0049 71.0% 0.0125
ATR 0.0064 0.0068 0.0004 6.0% 0.0000
Volume 296 37 -259 -87.5% 66
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0062 0.9988 0.9743
R3 0.9944 0.9870 0.9710
R2 0.9826 0.9826 0.9700
R1 0.9752 0.9752 0.9689 0.9730
PP 0.9708 0.9708 0.9708 0.9697
S1 0.9634 0.9634 0.9667 0.9612
S2 0.9590 0.9590 0.9656
S3 0.9472 0.9516 0.9646
S4 0.9354 0.9398 0.9613
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 0.9817 0.9600 0.0217 2.2% 0.0077 0.8% 36% False False 85
10 0.9930 0.9600 0.0330 3.4% 0.0053 0.5% 24% False False 46
20 0.9930 0.9600 0.0330 3.4% 0.0035 0.4% 24% False False 34
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 0.0002
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0284
2.618 1.0091
1.618 0.9973
1.000 0.9900
0.618 0.9855
HIGH 0.9782
0.618 0.9737
0.500 0.9723
0.382 0.9709
LOW 0.9664
0.618 0.9591
1.000 0.9546
1.618 0.9473
2.618 0.9355
4.250 0.9163
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 0.9723 0.9691
PP 0.9708 0.9687
S1 0.9693 0.9682

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

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