CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 0.9925 0.9850 -0.0075 -0.8% 0.9900
High 0.9925 0.9900 -0.0025 -0.3% 0.9961
Low 0.9883 0.9825 -0.0058 -0.6% 0.9825
Close 0.9880 0.9849 -0.0031 -0.3% 0.9849
Range 0.0042 0.0075 0.0033 78.6% 0.0136
ATR 0.0062 0.0063 0.0001 1.5% 0.0000
Volume 74 24 -50 -67.6% 336
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0083 1.0041 0.9890
R3 1.0008 0.9966 0.9870
R2 0.9933 0.9933 0.9863
R1 0.9891 0.9891 0.9856 0.9875
PP 0.9858 0.9858 0.9858 0.9850
S1 0.9816 0.9816 0.9842 0.9800
S2 0.9783 0.9783 0.9835
S3 0.9708 0.9741 0.9828
S4 0.9633 0.9666 0.9808
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0286 1.0204 0.9924
R3 1.0150 1.0068 0.9886
R2 1.0014 1.0014 0.9874
R1 0.9932 0.9932 0.9861 0.9905
PP 0.9878 0.9878 0.9878 0.9865
S1 0.9796 0.9796 0.9837 0.9769
S2 0.9742 0.9742 0.9824
S3 0.9606 0.9660 0.9812
S4 0.9470 0.9524 0.9774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9961 0.9825 0.0136 1.4% 0.0055 0.6% 18% False True 67
10 0.9961 0.9776 0.0185 1.9% 0.0043 0.4% 39% False False 67
20 0.9961 0.9600 0.0361 3.7% 0.0053 0.5% 69% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0219
2.618 1.0096
1.618 1.0021
1.000 0.9975
0.618 0.9946
HIGH 0.9900
0.618 0.9871
0.500 0.9863
0.382 0.9854
LOW 0.9825
0.618 0.9779
1.000 0.9750
1.618 0.9704
2.618 0.9629
4.250 0.9506
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 0.9863 0.9888
PP 0.9858 0.9875
S1 0.9854 0.9862

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

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