CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 0.9761 0.9793 0.0032 0.3% 0.9867
High 0.9761 0.9853 0.0092 0.9% 0.9867
Low 0.9714 0.9793 0.0079 0.8% 0.9693
Close 0.9717 0.9836 0.0119 1.2% 0.9770
Range 0.0047 0.0060 0.0013 27.7% 0.0174
ATR 0.0061 0.0067 0.0005 8.7% 0.0000
Volume 79 40 -39 -49.4% 118
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0007 0.9982 0.9869
R3 0.9947 0.9922 0.9853
R2 0.9887 0.9887 0.9847
R1 0.9862 0.9862 0.9842 0.9875
PP 0.9827 0.9827 0.9827 0.9834
S1 0.9802 0.9802 0.9831 0.9815
S2 0.9767 0.9767 0.9825
S3 0.9707 0.9742 0.9820
S4 0.9647 0.9682 0.9803
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 0.9853 0.9714 0.0139 1.4% 0.0043 0.4% 88% True False 43
10 0.9925 0.9693 0.0232 2.4% 0.0053 0.5% 62% False False 34
20 0.9961 0.9671 0.0290 2.9% 0.0048 0.5% 57% False False 50
40 0.9961 0.9600 0.0361 3.7% 0.0043 0.4% 65% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0108
2.618 1.0010
1.618 0.9950
1.000 0.9913
0.618 0.9890
HIGH 0.9853
0.618 0.9830
0.500 0.9823
0.382 0.9816
LOW 0.9793
0.618 0.9756
1.000 0.9733
1.618 0.9696
2.618 0.9636
4.250 0.9538
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 0.9832 0.9819
PP 0.9827 0.9801
S1 0.9823 0.9784

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

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