CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 0.9786 0.9761 -0.0025 -0.3% 0.9867
High 0.9786 0.9761 -0.0025 -0.3% 0.9867
Low 0.9743 0.9714 -0.0029 -0.3% 0.9693
Close 0.9767 0.9717 -0.0050 -0.5% 0.9770
Range 0.0043 0.0047 0.0004 9.3% 0.0174
ATR 0.0062 0.0061 -0.0001 -1.0% 0.0000
Volume 8 79 71 887.5% 118
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9872 0.9841 0.9743
R3 0.9825 0.9794 0.9730
R2 0.9778 0.9778 0.9726
R1 0.9747 0.9747 0.9721 0.9739
PP 0.9731 0.9731 0.9731 0.9727
S1 0.9700 0.9700 0.9713 0.9692
S2 0.9684 0.9684 0.9708
S3 0.9637 0.9653 0.9704
S4 0.9590 0.9606 0.9691
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 0.9786 0.9693 0.0093 1.0% 0.0043 0.4% 26% False False 38
10 0.9950 0.9693 0.0257 2.6% 0.0050 0.5% 9% False False 32
20 0.9961 0.9624 0.0337 3.5% 0.0048 0.5% 28% False False 49
40 0.9961 0.9600 0.0361 3.7% 0.0042 0.4% 32% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9961
2.618 0.9884
1.618 0.9837
1.000 0.9808
0.618 0.9790
HIGH 0.9761
0.618 0.9743
0.500 0.9738
0.382 0.9732
LOW 0.9714
0.618 0.9685
1.000 0.9667
1.618 0.9638
2.618 0.9591
4.250 0.9514
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 0.9738 0.9750
PP 0.9731 0.9739
S1 0.9724 0.9728

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

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