CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 0.9922 0.9900 -0.0022 -0.2% 0.9803
High 0.9950 0.9926 -0.0024 -0.2% 0.9950
Low 0.9922 0.9900 -0.0022 -0.2% 0.9776
Close 0.9939 0.9919 -0.0020 -0.2% 0.9939
Range 0.0028 0.0026 -0.0002 -7.1% 0.0174
ATR 0.0062 0.0061 -0.0002 -2.7% 0.0000
Volume 199 199 0 0.0% 343
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9993 0.9982 0.9933
R3 0.9967 0.9956 0.9926
R2 0.9941 0.9941 0.9924
R1 0.9930 0.9930 0.9921 0.9936
PP 0.9915 0.9915 0.9915 0.9918
S1 0.9904 0.9904 0.9917 0.9910
S2 0.9889 0.9889 0.9914
S3 0.9863 0.9878 0.9912
S4 0.9837 0.9852 0.9905
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0410 1.0349 1.0035
R3 1.0236 1.0175 0.9987
R2 1.0062 1.0062 0.9971
R1 1.0001 1.0001 0.9955 1.0032
PP 0.9888 0.9888 0.9888 0.9904
S1 0.9827 0.9827 0.9923 0.9858
S2 0.9714 0.9714 0.9907
S3 0.9540 0.9653 0.9891
S4 0.9366 0.9479 0.9843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9830 0.0120 1.2% 0.0031 0.3% 74% False False 92
10 0.9950 0.9624 0.0326 3.3% 0.0041 0.4% 90% False False 65
20 0.9950 0.9600 0.0350 3.5% 0.0045 0.5% 91% False False 56
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 True
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 1.0037
2.618 0.9994
1.618 0.9968
1.000 0.9952
0.618 0.9942
HIGH 0.9926
0.618 0.9916
0.500 0.9913
0.382 0.9910
LOW 0.9900
0.618 0.9884
1.000 0.9874
1.618 0.9858
2.618 0.9832
4.250 0.9790
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 0.9917 0.9925
PP 0.9915 0.9923
S1 0.9913 0.9921

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

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