CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 0.9825 0.9841 0.0016 0.2% 0.9760
High 0.9875 0.9887 0.0012 0.1% 0.9945
Low 0.9820 0.9841 0.0021 0.2% 0.9677
Close 0.9853 0.9851 -0.0002 0.0% 0.9908
Range 0.0055 0.0046 -0.0009 -16.4% 0.0268
ATR 0.0069 0.0068 -0.0002 -2.4% 0.0000
Volume 180 45 -135 -75.0% 373
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9998 0.9970 0.9876
R3 0.9952 0.9924 0.9864
R2 0.9906 0.9906 0.9859
R1 0.9878 0.9878 0.9855 0.9892
PP 0.9860 0.9860 0.9860 0.9867
S1 0.9832 0.9832 0.9847 0.9846
S2 0.9814 0.9814 0.9843
S3 0.9768 0.9786 0.9838
S4 0.9722 0.9740 0.9826
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 0.9820 0.0125 1.3% 0.0054 0.6% 25% False False 70
10 0.9945 0.9677 0.0268 2.7% 0.0057 0.6% 65% False False 71
20 0.9945 0.9677 0.0268 2.7% 0.0055 0.6% 65% False False 53
40 0.9961 0.9600 0.0361 3.7% 0.0052 0.5% 70% False False 55
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0083
2.618 1.0007
1.618 0.9961
1.000 0.9933
0.618 0.9915
HIGH 0.9887
0.618 0.9869
0.500 0.9864
0.382 0.9859
LOW 0.9841
0.618 0.9813
1.000 0.9795
1.618 0.9767
2.618 0.9721
4.250 0.9646
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 0.9864 0.9875
PP 0.9860 0.9867
S1 0.9855 0.9859

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

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