CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 0.9750 0.9654 -0.0096 -1.0% 0.9725
High 0.9750 0.9669 -0.0081 -0.8% 0.9817
Low 0.9698 0.9624 -0.0074 -0.8% 0.9600
Close 0.9703 0.9655 -0.0048 -0.5% 0.9677
Range 0.0052 0.0045 -0.0007 -13.5% 0.0217
ATR 0.0064 0.0065 0.0001 1.7% 0.0000
Volume 3 13 10 333.3% 422
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9784 0.9765 0.9680
R3 0.9739 0.9720 0.9667
R2 0.9694 0.9694 0.9663
R1 0.9675 0.9675 0.9659 0.9685
PP 0.9649 0.9649 0.9649 0.9654
S1 0.9630 0.9630 0.9651 0.9640
S2 0.9604 0.9604 0.9647
S3 0.9559 0.9585 0.9643
S4 0.9514 0.9540 0.9630
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0349 1.0230 0.9796
R3 1.0132 1.0013 0.9737
R2 0.9915 0.9915 0.9717
R1 0.9796 0.9796 0.9697 0.9747
PP 0.9698 0.9698 0.9698 0.9674
S1 0.9579 0.9579 0.9657 0.9530
S2 0.9481 0.9481 0.9637
S3 0.9264 0.9362 0.9617
S4 0.9047 0.9145 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9782 0.9624 0.0158 1.6% 0.0044 0.5% 20% False True 17
10 0.9930 0.9600 0.0330 3.4% 0.0054 0.6% 17% False False 49
20 0.9930 0.9600 0.0330 3.4% 0.0038 0.4% 17% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9860
2.618 0.9787
1.618 0.9742
1.000 0.9714
0.618 0.9697
HIGH 0.9669
0.618 0.9652
0.500 0.9647
0.382 0.9641
LOW 0.9624
0.618 0.9596
1.000 0.9579
1.618 0.9551
2.618 0.9506
4.250 0.9433
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 0.9652 0.9690
PP 0.9649 0.9678
S1 0.9647 0.9667

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

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