CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 0.9840 0.9757 -0.0083 -0.8% 0.9900
High 0.9840 0.9757 -0.0083 -0.8% 0.9961
Low 0.9709 0.9693 -0.0016 -0.2% 0.9825
Close 0.9739 0.9719 -0.0020 -0.2% 0.9849
Range 0.0131 0.0064 -0.0067 -51.1% 0.0136
ATR 0.0067 0.0067 0.0000 -0.3% 0.0000
Volume 4 16 12 300.0% 336
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9915 0.9881 0.9754
R3 0.9851 0.9817 0.9737
R2 0.9787 0.9787 0.9731
R1 0.9753 0.9753 0.9725 0.9738
PP 0.9723 0.9723 0.9723 0.9716
S1 0.9689 0.9689 0.9713 0.9674
S2 0.9659 0.9659 0.9707
S3 0.9595 0.9625 0.9701
S4 0.9531 0.9561 0.9684
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 0.9925 0.9693 0.0232 2.4% 0.0062 0.6% 11% False True 25
10 0.9961 0.9693 0.0268 2.8% 0.0052 0.5% 10% False True 58
20 0.9961 0.9624 0.0337 3.5% 0.0049 0.5% 28% False False 44
40 0.9961 0.9600 0.0361 3.7% 0.0040 0.4% 33% False False 39
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0029
2.618 0.9925
1.618 0.9861
1.000 0.9821
0.618 0.9797
HIGH 0.9757
0.618 0.9733
0.500 0.9725
0.382 0.9717
LOW 0.9693
0.618 0.9653
1.000 0.9629
1.618 0.9589
2.618 0.9525
4.250 0.9421
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 0.9725 0.9780
PP 0.9723 0.9760
S1 0.9721 0.9739

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

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