CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 0.9671 0.9755 0.0084 0.9% 0.9755
High 0.9761 0.9778 0.0017 0.2% 0.9778
Low 0.9671 0.9738 0.0067 0.7% 0.9624
Close 0.9739 0.9747 0.0008 0.1% 0.9747
Range 0.0090 0.0040 -0.0050 -55.6% 0.0154
ATR 0.0068 0.0066 -0.0002 -2.9% 0.0000
Volume 65 27 -38 -58.5% 121
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9874 0.9851 0.9769
R3 0.9834 0.9811 0.9758
R2 0.9794 0.9794 0.9754
R1 0.9771 0.9771 0.9751 0.9763
PP 0.9754 0.9754 0.9754 0.9750
S1 0.9731 0.9731 0.9743 0.9723
S2 0.9714 0.9714 0.9740
S3 0.9674 0.9691 0.9736
S4 0.9634 0.9651 0.9725
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0178 1.0117 0.9832
R3 1.0024 0.9963 0.9789
R2 0.9870 0.9870 0.9775
R1 0.9809 0.9809 0.9761 0.9763
PP 0.9716 0.9716 0.9716 0.9693
S1 0.9655 0.9655 0.9733 0.9609
S2 0.9562 0.9562 0.9719
S3 0.9408 0.9501 0.9705
S4 0.9254 0.9347 0.9662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9778 0.9624 0.0154 1.6% 0.0047 0.5% 80% True False 24
10 0.9817 0.9600 0.0217 2.2% 0.0062 0.6% 68% False False 54
20 0.9930 0.9600 0.0330 3.4% 0.0044 0.4% 45% False False 36
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9948
2.618 0.9883
1.618 0.9843
1.000 0.9818
0.618 0.9803
HIGH 0.9778
0.618 0.9763
0.500 0.9758
0.382 0.9753
LOW 0.9738
0.618 0.9713
1.000 0.9698
1.618 0.9673
2.618 0.9633
4.250 0.9568
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 0.9758 0.9732
PP 0.9754 0.9716
S1 0.9751 0.9701

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

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