CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 0.9690 0.9750 0.0060 0.6% 0.9786
High 0.9725 0.9807 0.0082 0.8% 0.9853
Low 0.9677 0.9750 0.0073 0.8% 0.9714
Close 0.9708 0.9799 0.0091 0.9% 0.9767
Range 0.0048 0.0057 0.0009 18.8% 0.0139
ATR 0.0068 0.0070 0.0002 3.3% 0.0000
Volume 31 258 227 732.3% 151
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9956 0.9935 0.9830
R3 0.9899 0.9878 0.9815
R2 0.9842 0.9842 0.9809
R1 0.9821 0.9821 0.9804 0.9832
PP 0.9785 0.9785 0.9785 0.9791
S1 0.9764 0.9764 0.9794 0.9775
S2 0.9728 0.9728 0.9789
S3 0.9671 0.9707 0.9783
S4 0.9614 0.9650 0.9768
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 0.9677 0.0176 1.8% 0.0058 0.6% 69% False False 71
10 0.9853 0.9677 0.0176 1.8% 0.0051 0.5% 69% False False 55
20 0.9961 0.9677 0.0284 2.9% 0.0051 0.5% 43% False False 57
40 0.9961 0.9600 0.0361 3.7% 0.0047 0.5% 55% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 0.9956
1.618 0.9899
1.000 0.9864
0.618 0.9842
HIGH 0.9807
0.618 0.9785
0.500 0.9779
0.382 0.9772
LOW 0.9750
0.618 0.9715
1.000 0.9693
1.618 0.9658
2.618 0.9601
4.250 0.9508
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 0.9792 0.9780
PP 0.9785 0.9761
S1 0.9779 0.9742

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

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