CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 0.9845 0.9940 0.0095 1.0% 0.9760
High 0.9912 0.9945 0.0033 0.3% 0.9945
Low 0.9845 0.9909 0.0064 0.7% 0.9677
Close 0.9916 0.9908 -0.0008 -0.1% 0.9908
Range 0.0067 0.0036 -0.0031 -46.3% 0.0268
ATR 0.0073 0.0071 -0.0003 -3.6% 0.0000
Volume 47 31 -16 -34.0% 373
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0029 1.0004 0.9928
R3 0.9993 0.9968 0.9918
R2 0.9957 0.9957 0.9915
R1 0.9932 0.9932 0.9911 0.9927
PP 0.9921 0.9921 0.9921 0.9918
S1 0.9896 0.9896 0.9905 0.9891
S2 0.9885 0.9885 0.9901
S3 0.9849 0.9860 0.9898
S4 0.9813 0.9824 0.9888
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0647 1.0546 1.0055
R3 1.0379 1.0278 0.9982
R2 1.0111 1.0111 0.9957
R1 1.0010 1.0010 0.9933 1.0061
PP 0.9843 0.9843 0.9843 0.9869
S1 0.9742 0.9742 0.9883 0.9793
S2 0.9575 0.9575 0.9859
S3 0.9307 0.9474 0.9834
S4 0.9039 0.9206 0.9761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9945 0.9677 0.0268 2.7% 0.0049 0.5% 86% True False 74
10 0.9945 0.9677 0.0268 2.7% 0.0050 0.5% 86% True False 57
20 0.9961 0.9677 0.0284 2.9% 0.0052 0.5% 81% False False 58
40 0.9961 0.9600 0.0361 3.6% 0.0048 0.5% 85% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 True
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0098
2.618 1.0039
1.618 1.0003
1.000 0.9981
0.618 0.9967
HIGH 0.9945
0.618 0.9931
0.500 0.9927
0.382 0.9923
LOW 0.9909
0.618 0.9887
1.000 0.9873
1.618 0.9851
2.618 0.9815
4.250 0.9756
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 0.9927 0.9888
PP 0.9921 0.9868
S1 0.9914 0.9848

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

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