CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 0.9793 0.9853 0.0060 0.6% 0.9786
High 0.9853 0.9853 0.0000 0.0% 0.9853
Low 0.9793 0.9763 -0.0030 -0.3% 0.9714
Close 0.9836 0.9767 -0.0069 -0.7% 0.9767
Range 0.0060 0.0090 0.0030 50.0% 0.0139
ATR 0.0067 0.0068 0.0002 2.5% 0.0000
Volume 40 24 -16 -40.0% 151
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0064 1.0006 0.9817
R3 0.9974 0.9916 0.9792
R2 0.9884 0.9884 0.9784
R1 0.9826 0.9826 0.9775 0.9810
PP 0.9794 0.9794 0.9794 0.9787
S1 0.9736 0.9736 0.9759 0.9720
S2 0.9704 0.9704 0.9751
S3 0.9614 0.9646 0.9742
S4 0.9524 0.9556 0.9718
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0195 1.0120 0.9843
R3 1.0056 0.9981 0.9805
R2 0.9917 0.9917 0.9792
R1 0.9842 0.9842 0.9780 0.9810
PP 0.9778 0.9778 0.9778 0.9762
S1 0.9703 0.9703 0.9754 0.9671
S2 0.9639 0.9639 0.9742
S3 0.9500 0.9564 0.9729
S4 0.9361 0.9425 0.9691
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% 0.0051 0.5% 38% True False 40
10 0.9900 0.9693 0.0207 2.1% 0.0057 0.6% 36% False False 29
20 0.9961 0.9693 0.0268 2.7% 0.0048 0.5% 28% False False 48
40 0.9961 0.9600 0.0361 3.7% 0.0045 0.5% 46% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0236
2.618 1.0089
1.618 0.9999
1.000 0.9943
0.618 0.9909
HIGH 0.9853
0.618 0.9819
0.500 0.9808
0.382 0.9797
LOW 0.9763
0.618 0.9707
1.000 0.9673
1.618 0.9617
2.618 0.9527
4.250 0.9381
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 0.9808 0.9784
PP 0.9794 0.9778
S1 0.9781 0.9773

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

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