CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 1.0010 1.0028 0.0018 0.2% 1.0076
High 1.0056 1.0045 -0.0011 -0.1% 1.0126
Low 1.0008 0.9990 -0.0018 -0.2% 0.9939
Close 1.0020 1.0018 -0.0002 0.0% 1.0020
Range 0.0048 0.0055 0.0007 14.6% 0.0187
ATR 0.0069 0.0068 -0.0001 -1.4% 0.0000
Volume 1,166 164 -1,002 -85.9% 1,840
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0183 1.0155 1.0048
R3 1.0128 1.0100 1.0033
R2 1.0073 1.0073 1.0028
R1 1.0045 1.0045 1.0023 1.0032
PP 1.0018 1.0018 1.0018 1.0011
S1 0.9990 0.9990 1.0013 0.9977
S2 0.9963 0.9963 1.0008
S3 0.9908 0.9935 1.0003
S4 0.9853 0.9880 0.9988
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0589 1.0492 1.0123
R3 1.0402 1.0305 1.0071
R2 1.0215 1.0215 1.0054
R1 1.0118 1.0118 1.0037 1.0073
PP 1.0028 1.0028 1.0028 1.0006
S1 0.9931 0.9931 1.0003 0.9886
S2 0.9841 0.9841 0.9986
S3 0.9654 0.9744 0.9969
S4 0.9467 0.9557 0.9917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0126 0.9939 0.0187 1.9% 0.0067 0.7% 42% False False 400
10 1.0126 0.9939 0.0187 1.9% 0.0060 0.6% 42% False False 274
20 1.0126 0.9857 0.0269 2.7% 0.0064 0.6% 60% False False 209
40 1.0126 0.9677 0.0449 4.5% 0.0061 0.6% 76% False False 157
60 1.0126 0.9671 0.0455 4.5% 0.0057 0.6% 76% False False 122
80 1.0126 0.9600 0.0526 5.3% 0.0052 0.5% 79% False False 99
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0279
2.618 1.0189
1.618 1.0134
1.000 1.0100
0.618 1.0079
HIGH 1.0045
0.618 1.0024
0.500 1.0018
0.382 1.0011
LOW 0.9990
0.618 0.9956
1.000 0.9935
1.618 0.9901
2.618 0.9846
4.250 0.9756
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 1.0018 1.0011
PP 1.0018 1.0004
S1 1.0018 0.9998

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

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