CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.0100 1.0060 -0.0040 -0.4% 0.9952
High 1.0102 1.0150 0.0048 0.5% 1.0150
Low 1.0050 1.0040 -0.0010 -0.1% 0.9918
Close 1.0071 1.0093 0.0022 0.2% 1.0093
Range 0.0052 0.0110 0.0058 111.5% 0.0232
ATR 0.0069 0.0072 0.0003 4.2% 0.0000
Volume 874 154 -720 -82.4% 2,134
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0424 1.0369 1.0154
R3 1.0314 1.0259 1.0123
R2 1.0204 1.0204 1.0113
R1 1.0149 1.0149 1.0103 1.0177
PP 1.0094 1.0094 1.0094 1.0108
S1 1.0039 1.0039 1.0083 1.0067
S2 0.9984 0.9984 1.0073
S3 0.9874 0.9929 1.0063
S4 0.9764 0.9819 1.0033
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0750 1.0653 1.0221
R3 1.0518 1.0421 1.0157
R2 1.0286 1.0286 1.0136
R1 1.0189 1.0189 1.0114 1.0238
PP 1.0054 1.0054 1.0054 1.0078
S1 0.9957 0.9957 1.0072 1.0006
S2 0.9822 0.9822 1.0050
S3 0.9590 0.9725 1.0029
S4 0.9358 0.9493 0.9965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0150 0.9918 0.0232 2.3% 0.0080 0.8% 75% True False 426
10 1.0150 0.9918 0.0232 2.3% 0.0069 0.7% 75% True False 285
20 1.0150 0.9918 0.0232 2.3% 0.0067 0.7% 75% True False 275
40 1.0150 0.9754 0.0396 3.9% 0.0064 0.6% 86% True False 208
60 1.0150 0.9677 0.0473 4.7% 0.0061 0.6% 88% True False 156
80 1.0150 0.9600 0.0550 5.4% 0.0058 0.6% 90% True False 131
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 0.0010
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 1.0618
2.618 1.0438
1.618 1.0328
1.000 1.0260
0.618 1.0218
HIGH 1.0150
0.618 1.0108
0.500 1.0095
0.382 1.0082
LOW 1.0040
0.618 0.9972
1.000 0.9930
1.618 0.9862
2.618 0.9752
4.250 0.9573
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.0095 1.0095
PP 1.0094 1.0094
S1 1.0094 1.0094

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

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