CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 0.9852 0.9900 0.0048 0.5% 0.9875
High 0.9874 0.9925 0.0051 0.5% 0.9930
Low 0.9852 0.9875 0.0023 0.2% 0.9820
Close 0.9872 0.9884 0.0012 0.1% 0.9872
Range 0.0022 0.0050 0.0028 127.3% 0.0110
ATR 0.0064 0.0064 -0.0001 -1.3% 0.0000
Volume 264 64 -200 -75.8% 584
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0045 1.0014 0.9912
R3 0.9995 0.9964 0.9898
R2 0.9945 0.9945 0.9893
R1 0.9914 0.9914 0.9889 0.9905
PP 0.9895 0.9895 0.9895 0.9890
S1 0.9864 0.9864 0.9879 0.9855
S2 0.9845 0.9845 0.9875
S3 0.9795 0.9814 0.9870
S4 0.9745 0.9764 0.9857
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0204 1.0148 0.9933
R3 1.0094 1.0038 0.9902
R2 0.9984 0.9984 0.9892
R1 0.9928 0.9928 0.9882 0.9901
PP 0.9874 0.9874 0.9874 0.9861
S1 0.9818 0.9818 0.9862 0.9791
S2 0.9764 0.9764 0.9852
S3 0.9654 0.9708 0.9842
S4 0.9544 0.9598 0.9812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9820 0.0110 1.1% 0.0053 0.5% 58% False False 128
10 0.9945 0.9677 0.0268 2.7% 0.0052 0.5% 77% False False 101
20 0.9945 0.9677 0.0268 2.7% 0.0052 0.5% 77% False False 64
40 0.9961 0.9600 0.0361 3.7% 0.0053 0.5% 79% False False 62
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0138
2.618 1.0056
1.618 1.0006
1.000 0.9975
0.618 0.9956
HIGH 0.9925
0.618 0.9906
0.500 0.9900
0.382 0.9894
LOW 0.9875
0.618 0.9844
1.000 0.9825
1.618 0.9794
2.618 0.9744
4.250 0.9663
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 0.9900 0.9884
PP 0.9895 0.9883
S1 0.9889 0.9883

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

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