CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 0.9853 0.9760 -0.0093 -0.9% 0.9786
High 0.9853 0.9760 -0.0093 -0.9% 0.9853
Low 0.9763 0.9725 -0.0038 -0.4% 0.9714
Close 0.9767 0.9767 0.0000 0.0% 0.9767
Range 0.0090 0.0035 -0.0055 -61.1% 0.0139
ATR 0.0068 0.0066 -0.0002 -2.7% 0.0000
Volume 24 6 -18 -75.0% 151
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9856 0.9846 0.9786
R3 0.9821 0.9811 0.9777
R2 0.9786 0.9786 0.9773
R1 0.9776 0.9776 0.9770 0.9781
PP 0.9751 0.9751 0.9751 0.9753
S1 0.9741 0.9741 0.9764 0.9746
S2 0.9716 0.9716 0.9761
S3 0.9681 0.9706 0.9757
S4 0.9646 0.9671 0.9748
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% 0.0055 0.6% 38% False False 31
10 0.9867 0.9693 0.0174 1.8% 0.0053 0.5% 43% False False 27
20 0.9961 0.9693 0.0268 2.7% 0.0048 0.5% 28% False False 47
40 0.9961 0.9600 0.0361 3.7% 0.0046 0.5% 46% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9909
2.618 0.9852
1.618 0.9817
1.000 0.9795
0.618 0.9782
HIGH 0.9760
0.618 0.9747
0.500 0.9743
0.382 0.9738
LOW 0.9725
0.618 0.9703
1.000 0.9690
1.618 0.9668
2.618 0.9633
4.250 0.9576
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 0.9759 0.9789
PP 0.9751 0.9782
S1 0.9743 0.9774

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

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