CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 0.9744 0.9786 0.0042 0.4% 0.9867
High 0.9761 0.9786 0.0025 0.3% 0.9867
Low 0.9744 0.9743 -0.0001 0.0% 0.9693
Close 0.9770 0.9767 -0.0003 0.0% 0.9770
Range 0.0017 0.0043 0.0026 152.9% 0.0174
ATR 0.0063 0.0062 -0.0001 -2.3% 0.0000
Volume 53 8 -45 -84.9% 118
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9894 0.9874 0.9791
R3 0.9851 0.9831 0.9779
R2 0.9808 0.9808 0.9775
R1 0.9788 0.9788 0.9771 0.9777
PP 0.9765 0.9765 0.9765 0.9760
S1 0.9745 0.9745 0.9763 0.9734
S2 0.9722 0.9722 0.9759
S3 0.9679 0.9702 0.9755
S4 0.9636 0.9659 0.9743
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0299 1.0208 0.9866
R3 1.0125 1.0034 0.9818
R2 0.9951 0.9951 0.9802
R1 0.9860 0.9860 0.9786 0.9819
PP 0.9777 0.9777 0.9777 0.9756
S1 0.9686 0.9686 0.9754 0.9645
S2 0.9603 0.9603 0.9738
S3 0.9429 0.9512 0.9722
S4 0.9255 0.9338 0.9674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9840 0.9693 0.0147 1.5% 0.0060 0.6% 50% False False 23
10 0.9961 0.9693 0.0268 2.7% 0.0055 0.6% 28% False False 26
20 0.9961 0.9624 0.0337 3.5% 0.0048 0.5% 42% False False 45
40 0.9961 0.9600 0.0361 3.7% 0.0042 0.4% 46% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9969
2.618 0.9899
1.618 0.9856
1.000 0.9829
0.618 0.9813
HIGH 0.9786
0.618 0.9770
0.500 0.9765
0.382 0.9759
LOW 0.9743
0.618 0.9716
1.000 0.9700
1.618 0.9673
2.618 0.9630
4.250 0.9560
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 0.9766 0.9765
PP 0.9765 0.9763
S1 0.9765 0.9762

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

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