CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 0.9750 0.9845 0.0095 1.0% 0.9786
High 0.9807 0.9912 0.0105 1.1% 0.9853
Low 0.9750 0.9845 0.0095 1.0% 0.9714
Close 0.9799 0.9916 0.0117 1.2% 0.9767
Range 0.0057 0.0067 0.0010 17.5% 0.0139
ATR 0.0070 0.0073 0.0003 4.4% 0.0000
Volume 258 47 -211 -81.8% 151
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0092 1.0071 0.9953
R3 1.0025 1.0004 0.9934
R2 0.9958 0.9958 0.9928
R1 0.9937 0.9937 0.9922 0.9948
PP 0.9891 0.9891 0.9891 0.9896
S1 0.9870 0.9870 0.9910 0.9881
S2 0.9824 0.9824 0.9904
S3 0.9757 0.9803 0.9898
S4 0.9690 0.9736 0.9879
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 0.9912 0.9677 0.0235 2.4% 0.0059 0.6% 102% True False 73
10 0.9912 0.9677 0.0235 2.4% 0.0051 0.5% 102% True False 58
20 0.9961 0.9677 0.0284 2.9% 0.0052 0.5% 84% False False 58
40 0.9961 0.9600 0.0361 3.6% 0.0047 0.5% 88% False False 49
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0197
2.618 1.0087
1.618 1.0020
1.000 0.9979
0.618 0.9953
HIGH 0.9912
0.618 0.9886
0.500 0.9879
0.382 0.9871
LOW 0.9845
0.618 0.9804
1.000 0.9778
1.618 0.9737
2.618 0.9670
4.250 0.9560
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 0.9904 0.9876
PP 0.9891 0.9835
S1 0.9879 0.9795

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

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