CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 1.0032 0.9995 -0.0037 -0.4% 1.0040
High 1.0033 1.0060 0.0027 0.3% 1.0071
Low 0.9970 0.9960 -0.0010 -0.1% 0.9930
Close 0.9999 1.0038 0.0039 0.4% 1.0038
Range 0.0063 0.0100 0.0037 58.7% 0.0141
ATR 0.0068 0.0071 0.0002 3.3% 0.0000
Volume 104 81 -23 -22.1% 885
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0319 1.0279 1.0093
R3 1.0219 1.0179 1.0066
R2 1.0119 1.0119 1.0056
R1 1.0079 1.0079 1.0047 1.0099
PP 1.0019 1.0019 1.0019 1.0030
S1 0.9979 0.9979 1.0029 0.9999
S2 0.9919 0.9919 1.0020
S3 0.9819 0.9879 1.0011
S4 0.9719 0.9779 0.9983
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0436 1.0378 1.0116
R3 1.0295 1.0237 1.0077
R2 1.0154 1.0154 1.0064
R1 1.0096 1.0096 1.0051 1.0055
PP 1.0013 1.0013 1.0013 0.9992
S1 0.9955 0.9955 1.0025 0.9914
S2 0.9872 0.9872 1.0012
S3 0.9731 0.9814 0.9999
S4 0.9590 0.9673 0.9960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0071 0.9930 0.0141 1.4% 0.0078 0.8% 77% False False 177
10 1.0071 0.9857 0.0214 2.1% 0.0068 0.7% 85% False False 145
20 1.0071 0.9754 0.0317 3.2% 0.0064 0.6% 90% False False 142
40 1.0071 0.9677 0.0394 3.9% 0.0059 0.6% 92% False False 97
60 1.0071 0.9600 0.0471 4.7% 0.0056 0.6% 93% False False 84
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 0.0011
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.0485
2.618 1.0322
1.618 1.0222
1.000 1.0160
0.618 1.0122
HIGH 1.0060
0.618 1.0022
0.500 1.0010
0.382 0.9998
LOW 0.9960
0.618 0.9898
1.000 0.9860
1.618 0.9798
2.618 0.9698
4.250 0.9535
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 1.0029 1.0025
PP 1.0019 1.0013
S1 1.0010 1.0000

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

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