CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 0.9962 1.0040 0.0078 0.8% 0.9862
High 1.0034 1.0071 0.0037 0.4% 1.0034
Low 0.9962 1.0025 0.0063 0.6% 0.9857
Close 1.0018 1.0042 0.0024 0.2% 1.0018
Range 0.0072 0.0046 -0.0026 -36.1% 0.0177
ATR 0.0065 0.0064 -0.0001 -1.3% 0.0000
Volume 52 232 180 346.2% 565
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0184 1.0159 1.0067
R3 1.0138 1.0113 1.0055
R2 1.0092 1.0092 1.0050
R1 1.0067 1.0067 1.0046 1.0080
PP 1.0046 1.0046 1.0046 1.0052
S1 1.0021 1.0021 1.0038 1.0034
S2 1.0000 1.0000 1.0034
S3 0.9954 0.9975 1.0029
S4 0.9908 0.9929 1.0017
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0501 1.0436 1.0115
R3 1.0324 1.0259 1.0067
R2 1.0147 1.0147 1.0050
R1 1.0082 1.0082 1.0034 1.0115
PP 0.9970 0.9970 0.9970 0.9986
S1 0.9905 0.9905 1.0002 0.9938
S2 0.9793 0.9793 0.9986
S3 0.9616 0.9728 0.9969
S4 0.9439 0.9551 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 0.9900 0.0171 1.7% 0.0057 0.6% 83% True False 141
10 1.0071 0.9754 0.0317 3.2% 0.0060 0.6% 91% True False 156
20 1.0071 0.9754 0.0317 3.2% 0.0059 0.6% 91% True False 126
40 1.0071 0.9677 0.0394 3.9% 0.0055 0.6% 93% True False 92
60 1.0071 0.9600 0.0471 4.7% 0.0052 0.5% 94% True False 74
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0191
1.618 1.0145
1.000 1.0117
0.618 1.0099
HIGH 1.0071
0.618 1.0053
0.500 1.0048
0.382 1.0043
LOW 1.0025
0.618 0.9997
1.000 0.9979
1.618 0.9951
2.618 0.9905
4.250 0.9830
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 1.0048 1.0031
PP 1.0046 1.0020
S1 1.0044 1.0009

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

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