CME Canadian Dollar Future June 2011


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Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 1.0076 1.0057 -0.0019 -0.2% 1.0027
High 1.0126 1.0072 -0.0054 -0.5% 1.0110
Low 1.0033 0.9999 -0.0034 -0.3% 0.9979
Close 1.0041 1.0004 -0.0037 -0.4% 1.0069
Range 0.0093 0.0073 -0.0020 -21.5% 0.0131
ATR 0.0069 0.0069 0.0000 0.4% 0.0000
Volume 151 193 42 27.8% 740
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0244 1.0197 1.0044
R3 1.0171 1.0124 1.0024
R2 1.0098 1.0098 1.0017
R1 1.0051 1.0051 1.0011 1.0038
PP 1.0025 1.0025 1.0025 1.0019
S1 0.9978 0.9978 0.9997 0.9965
S2 0.9952 0.9952 0.9991
S3 0.9879 0.9905 0.9984
S4 0.9806 0.9832 0.9964
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0446 1.0388 1.0141
R3 1.0315 1.0257 1.0105
R2 1.0184 1.0184 1.0093
R1 1.0126 1.0126 1.0081 1.0155
PP 1.0053 1.0053 1.0053 1.0067
S1 0.9995 0.9995 1.0057 1.0024
S2 0.9922 0.9922 1.0045
S3 0.9791 0.9864 1.0033
S4 0.9660 0.9733 0.9997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0126 0.9990 0.0136 1.4% 0.0068 0.7% 10% False False 172
10 1.0126 0.9940 0.0186 1.9% 0.0068 0.7% 34% False False 147
20 1.0126 0.9754 0.0372 3.7% 0.0065 0.6% 67% False False 154
40 1.0126 0.9677 0.0449 4.5% 0.0061 0.6% 73% False False 119
60 1.0126 0.9624 0.0502 5.0% 0.0056 0.6% 76% False False 95
80 1.0126 0.9600 0.0526 5.3% 0.0051 0.5% 77% False False 80
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0382
2.618 1.0263
1.618 1.0190
1.000 1.0145
0.618 1.0117
HIGH 1.0072
0.618 1.0044
0.500 1.0036
0.382 1.0027
LOW 0.9999
0.618 0.9954
1.000 0.9926
1.618 0.9881
2.618 0.9808
4.250 0.9689
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 1.0036 1.0058
PP 1.0025 1.0040
S1 1.0015 1.0022

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

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