CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 0.9755 0.9803 0.0048 0.5% 0.9755
High 0.9778 0.9803 0.0025 0.3% 0.9778
Low 0.9738 0.9776 0.0038 0.4% 0.9624
Close 0.9747 0.9770 0.0023 0.2% 0.9747
Range 0.0040 0.0027 -0.0013 -32.5% 0.0154
ATR 0.0066 0.0065 -0.0001 -1.1% 0.0000
Volume 27 81 54 200.0% 121
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9864 0.9844 0.9785
R3 0.9837 0.9817 0.9777
R2 0.9810 0.9810 0.9775
R1 0.9790 0.9790 0.9772 0.9787
PP 0.9783 0.9783 0.9783 0.9781
S1 0.9763 0.9763 0.9768 0.9760
S2 0.9756 0.9756 0.9765
S3 0.9729 0.9736 0.9763
S4 0.9702 0.9709 0.9755
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 0.9803 0.9624 0.0179 1.8% 0.0051 0.5% 82% True False 37
10 0.9803 0.9600 0.0203 2.1% 0.0056 0.6% 84% True False 59
20 0.9930 0.9600 0.0330 3.4% 0.0045 0.5% 52% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9874
1.618 0.9847
1.000 0.9830
0.618 0.9820
HIGH 0.9803
0.618 0.9793
0.500 0.9790
0.382 0.9786
LOW 0.9776
0.618 0.9759
1.000 0.9749
1.618 0.9732
2.618 0.9705
4.250 0.9661
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 0.9790 0.9759
PP 0.9783 0.9748
S1 0.9777 0.9737

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

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