CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 0.9900 0.9900 0.0000 0.0% 0.9803
High 0.9926 0.9961 0.0035 0.4% 0.9950
Low 0.9900 0.9866 -0.0034 -0.3% 0.9776
Close 0.9919 0.9920 0.0001 0.0% 0.9939
Range 0.0026 0.0095 0.0069 265.4% 0.0174
ATR 0.0061 0.0063 0.0002 4.1% 0.0000
Volume 199 19 -180 -90.5% 343
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0201 1.0155 0.9972
R3 1.0106 1.0060 0.9946
R2 1.0011 1.0011 0.9937
R1 0.9965 0.9965 0.9929 0.9988
PP 0.9916 0.9916 0.9916 0.9927
S1 0.9870 0.9870 0.9911 0.9893
S2 0.9821 0.9821 0.9903
S3 0.9726 0.9775 0.9894
S4 0.9631 0.9680 0.9868
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 0.9961 0.9834 0.0127 1.3% 0.0045 0.5% 68% True False 94
10 0.9961 0.9624 0.0337 3.4% 0.0045 0.5% 88% True False 66
20 0.9961 0.9600 0.0361 3.6% 0.0049 0.5% 89% True False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0365
2.618 1.0210
1.618 1.0115
1.000 1.0056
0.618 1.0020
HIGH 0.9961
0.618 0.9925
0.500 0.9914
0.382 0.9902
LOW 0.9866
0.618 0.9807
1.000 0.9771
1.618 0.9712
2.618 0.9617
4.250 0.9462
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 0.9918 0.9918
PP 0.9916 0.9916
S1 0.9914 0.9914

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

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