CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 1.0027 1.0050 0.0023 0.2% 1.0040
High 1.0034 1.0070 0.0036 0.4% 1.0071
Low 0.9979 1.0034 0.0055 0.6% 0.9930
Close 1.0028 1.0056 0.0028 0.3% 1.0038
Range 0.0055 0.0036 -0.0019 -34.5% 0.0141
ATR 0.0070 0.0068 -0.0002 -2.8% 0.0000
Volume 150 73 -77 -51.3% 885
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0161 1.0145 1.0076
R3 1.0125 1.0109 1.0066
R2 1.0089 1.0089 1.0063
R1 1.0073 1.0073 1.0059 1.0081
PP 1.0053 1.0053 1.0053 1.0058
S1 1.0037 1.0037 1.0053 1.0045
S2 1.0017 1.0017 1.0049
S3 0.9981 1.0001 1.0046
S4 0.9945 0.9965 1.0036
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 1.0070 0.9940 0.0130 1.3% 0.0068 0.7% 89% True False 122
10 1.0071 0.9910 0.0161 1.6% 0.0064 0.6% 91% False False 141
20 1.0071 0.9754 0.0317 3.2% 0.0065 0.6% 95% False False 137
40 1.0071 0.9677 0.0394 3.9% 0.0059 0.6% 96% False False 101
60 1.0071 0.9600 0.0471 4.7% 0.0057 0.6% 97% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0223
2.618 1.0164
1.618 1.0128
1.000 1.0106
0.618 1.0092
HIGH 1.0070
0.618 1.0056
0.500 1.0052
0.382 1.0048
LOW 1.0034
0.618 1.0012
1.000 0.9998
1.618 0.9976
2.618 0.9940
4.250 0.9881
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 1.0055 1.0042
PP 1.0053 1.0029
S1 1.0052 1.0015

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

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