CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 0.9875 0.9901 0.0026 0.3% 0.9760
High 0.9920 0.9930 0.0010 0.1% 0.9945
Low 0.9875 0.9840 -0.0035 -0.4% 0.9677
Close 0.9910 0.9860 -0.0050 -0.5% 0.9908
Range 0.0045 0.0090 0.0045 100.0% 0.0268
ATR 0.0069 0.0070 0.0002 2.2% 0.0000
Volume 7 88 81 1,157.1% 373
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0147 1.0093 0.9910
R3 1.0057 1.0003 0.9885
R2 0.9967 0.9967 0.9877
R1 0.9913 0.9913 0.9868 0.9895
PP 0.9877 0.9877 0.9877 0.9868
S1 0.9823 0.9823 0.9852 0.9805
S2 0.9787 0.9787 0.9844
S3 0.9697 0.9733 0.9835
S4 0.9607 0.9643 0.9811
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 0.9750 0.0195 2.0% 0.0059 0.6% 56% False False 86
10 0.9945 0.9677 0.0268 2.7% 0.0058 0.6% 68% False False 61
20 0.9961 0.9677 0.0284 2.9% 0.0056 0.6% 64% False False 43
40 0.9961 0.9600 0.0361 3.7% 0.0051 0.5% 72% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0313
2.618 1.0166
1.618 1.0076
1.000 1.0020
0.618 0.9986
HIGH 0.9930
0.618 0.9896
0.500 0.9885
0.382 0.9874
LOW 0.9840
0.618 0.9784
1.000 0.9750
1.618 0.9694
2.618 0.9604
4.250 0.9458
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 0.9885 0.9893
PP 0.9877 0.9882
S1 0.9868 0.9871

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

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