CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 0.9654 0.9671 0.0017 0.2% 0.9725
High 0.9669 0.9761 0.0092 1.0% 0.9817
Low 0.9624 0.9671 0.0047 0.5% 0.9600
Close 0.9655 0.9739 0.0084 0.9% 0.9677
Range 0.0045 0.0090 0.0045 100.0% 0.0217
ATR 0.0065 0.0068 0.0003 4.5% 0.0000
Volume 13 65 52 400.0% 422
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9994 0.9956 0.9789
R3 0.9904 0.9866 0.9764
R2 0.9814 0.9814 0.9756
R1 0.9776 0.9776 0.9747 0.9795
PP 0.9724 0.9724 0.9724 0.9733
S1 0.9686 0.9686 0.9731 0.9705
S2 0.9634 0.9634 0.9723
S3 0.9544 0.9596 0.9714
S4 0.9454 0.9506 0.9690
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 0.9761 0.9624 0.0137 1.4% 0.0039 0.4% 84% True False 23
10 0.9817 0.9600 0.0217 2.2% 0.0058 0.6% 64% False False 54
20 0.9930 0.9600 0.0330 3.4% 0.0042 0.4% 42% False False 34
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 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0144
2.618 0.9997
1.618 0.9907
1.000 0.9851
0.618 0.9817
HIGH 0.9761
0.618 0.9727
0.500 0.9716
0.382 0.9705
LOW 0.9671
0.618 0.9615
1.000 0.9581
1.618 0.9525
2.618 0.9435
4.250 0.9289
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 0.9731 0.9724
PP 0.9724 0.9708
S1 0.9716 0.9693

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

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