CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 0.9830 0.9834 0.0004 0.0% 0.9755
High 0.9851 0.9887 0.0036 0.4% 0.9778
Low 0.9830 0.9834 0.0004 0.0% 0.9624
Close 0.9852 0.9883 0.0031 0.3% 0.9747
Range 0.0021 0.0053 0.0032 152.4% 0.0154
ATR 0.0066 0.0065 -0.0001 -1.4% 0.0000
Volume 6 31 25 416.7% 121
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0027 1.0008 0.9912
R3 0.9974 0.9955 0.9898
R2 0.9921 0.9921 0.9893
R1 0.9902 0.9902 0.9888 0.9912
PP 0.9868 0.9868 0.9868 0.9873
S1 0.9849 0.9849 0.9878 0.9859
S2 0.9815 0.9815 0.9873
S3 0.9762 0.9796 0.9868
S4 0.9709 0.9743 0.9854
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 0.9887 0.9671 0.0216 2.2% 0.0046 0.5% 98% True False 42
10 0.9887 0.9624 0.0263 2.7% 0.0045 0.5% 98% True False 29
20 0.9930 0.9600 0.0330 3.3% 0.0043 0.4% 86% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0112
2.618 1.0026
1.618 0.9973
1.000 0.9940
0.618 0.9920
HIGH 0.9887
0.618 0.9867
0.500 0.9861
0.382 0.9854
LOW 0.9834
0.618 0.9801
1.000 0.9781
1.618 0.9748
2.618 0.9695
4.250 0.9609
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 0.9876 0.9866
PP 0.9868 0.9849
S1 0.9861 0.9832

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

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