CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 0.9834 0.9900 0.0066 0.7% 0.9755
High 0.9887 0.9925 0.0038 0.4% 0.9778
Low 0.9834 0.9900 0.0066 0.7% 0.9624
Close 0.9883 0.9908 0.0025 0.3% 0.9747
Range 0.0053 0.0025 -0.0028 -52.8% 0.0154
ATR 0.0065 0.0064 -0.0002 -2.6% 0.0000
Volume 31 26 -5 -16.1% 121
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9986 0.9972 0.9922
R3 0.9961 0.9947 0.9915
R2 0.9936 0.9936 0.9913
R1 0.9922 0.9922 0.9910 0.9929
PP 0.9911 0.9911 0.9911 0.9915
S1 0.9897 0.9897 0.9906 0.9904
S2 0.9886 0.9886 0.9903
S3 0.9861 0.9872 0.9901
S4 0.9836 0.9847 0.9894
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 0.9925 0.9738 0.0187 1.9% 0.0033 0.3% 91% True False 34
10 0.9925 0.9624 0.0301 3.0% 0.0036 0.4% 94% True False 28
20 0.9930 0.9600 0.0330 3.3% 0.0044 0.4% 93% False False 37
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9990
1.618 0.9965
1.000 0.9950
0.618 0.9940
HIGH 0.9925
0.618 0.9915
0.500 0.9913
0.382 0.9910
LOW 0.9900
0.618 0.9885
1.000 0.9875
1.618 0.9860
2.618 0.9835
4.250 0.9794
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 0.9913 0.9898
PP 0.9911 0.9888
S1 0.9910 0.9878

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

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