CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 0.9803 0.9830 0.0027 0.3% 0.9755
High 0.9803 0.9851 0.0048 0.5% 0.9778
Low 0.9776 0.9830 0.0054 0.6% 0.9624
Close 0.9770 0.9852 0.0082 0.8% 0.9747
Range 0.0027 0.0021 -0.0006 -22.2% 0.0154
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 81 6 -75 -92.6% 121
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9907 0.9901 0.9864
R3 0.9886 0.9880 0.9858
R2 0.9865 0.9865 0.9856
R1 0.9859 0.9859 0.9854 0.9862
PP 0.9844 0.9844 0.9844 0.9846
S1 0.9838 0.9838 0.9850 0.9841
S2 0.9823 0.9823 0.9848
S3 0.9802 0.9817 0.9846
S4 0.9781 0.9796 0.9840
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 0.9851 0.9624 0.0227 2.3% 0.0045 0.5% 100% True False 38
10 0.9851 0.9624 0.0227 2.3% 0.0047 0.5% 100% True False 56
20 0.9930 0.9600 0.0330 3.3% 0.0042 0.4% 76% 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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9940
2.618 0.9906
1.618 0.9885
1.000 0.9872
0.618 0.9864
HIGH 0.9851
0.618 0.9843
0.500 0.9841
0.382 0.9838
LOW 0.9830
0.618 0.9817
1.000 0.9809
1.618 0.9796
2.618 0.9775
4.250 0.9741
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 0.9848 0.9833
PP 0.9844 0.9814
S1 0.9841 0.9795

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

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