CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 0.9850 0.9867 0.0017 0.2% 0.9900
High 0.9900 0.9867 -0.0033 -0.3% 0.9961
Low 0.9825 0.9867 0.0042 0.4% 0.9825
Close 0.9849 0.9872 0.0023 0.2% 0.9849
Range 0.0075 0.0000 -0.0075 -100.0% 0.0136
ATR 0.0063 0.0059 -0.0003 -5.1% 0.0000
Volume 24 7 -17 -70.8% 336
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9869 0.9870 0.9872
R3 0.9869 0.9870 0.9872
R2 0.9869 0.9869 0.9872
R1 0.9870 0.9870 0.9872 0.9870
PP 0.9869 0.9869 0.9869 0.9868
S1 0.9870 0.9870 0.9872 0.9870
S2 0.9869 0.9869 0.9872
S3 0.9869 0.9870 0.9872
S4 0.9869 0.9870 0.9872
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% 0.0050 0.5% 35% False False 28
10 0.9961 0.9825 0.0136 1.4% 0.0040 0.4% 35% False False 60
20 0.9961 0.9600 0.0361 3.7% 0.0048 0.5% 75% False False 60
40 0.9961 0.9600 0.0361 3.7% 0.0035 0.4% 75% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9867
2.618 0.9867
1.618 0.9867
1.000 0.9867
0.618 0.9867
HIGH 0.9867
0.618 0.9867
0.500 0.9867
0.382 0.9867
LOW 0.9867
0.618 0.9867
1.000 0.9867
1.618 0.9867
2.618 0.9867
4.250 0.9867
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 0.9870 0.9875
PP 0.9869 0.9874
S1 0.9867 0.9873

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

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