CME Canadian Dollar Future June 2011


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Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.0060 1.0038 -0.0022 -0.2% 0.9952
High 1.0079 1.0058 -0.0021 -0.2% 1.0150
Low 0.9995 1.0024 0.0029 0.3% 0.9918
Close 1.0012 1.0023 0.0011 0.1% 1.0093
Range 0.0084 0.0034 -0.0050 -59.5% 0.0232
ATR 0.0072 0.0070 -0.0002 -2.6% 0.0000
Volume 136 563 427 314.0% 2,134
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0137 1.0114 1.0042
R3 1.0103 1.0080 1.0032
R2 1.0069 1.0069 1.0029
R1 1.0046 1.0046 1.0026 1.0041
PP 1.0035 1.0035 1.0035 1.0032
S1 1.0012 1.0012 1.0020 1.0007
S2 1.0001 1.0001 1.0017
S3 0.9967 0.9978 1.0014
S4 0.9933 0.9944 1.0004
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 0.9995 0.0155 1.5% 0.0066 0.7% 18% False False 451
10 1.0150 0.9918 0.0232 2.3% 0.0069 0.7% 45% False False 357
20 1.0150 0.9918 0.0232 2.3% 0.0066 0.7% 45% False False 322
40 1.0150 0.9754 0.0396 4.0% 0.0065 0.7% 68% False False 229
60 1.0150 0.9677 0.0473 4.7% 0.0061 0.6% 73% False False 174
80 1.0150 0.9600 0.0550 5.5% 0.0059 0.6% 77% False False 146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0203
2.618 1.0147
1.618 1.0113
1.000 1.0092
0.618 1.0079
HIGH 1.0058
0.618 1.0045
0.500 1.0041
0.382 1.0037
LOW 1.0024
0.618 1.0003
1.000 0.9990
1.618 0.9969
2.618 0.9935
4.250 0.9880
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.0041 1.0053
PP 1.0035 1.0043
S1 1.0029 1.0033

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

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