CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1.0084 1.0120 0.0036 0.4% 1.0109
High 1.0127 1.0159 0.0032 0.3% 1.0110
Low 1.0084 1.0120 0.0036 0.4% 0.9987
Close 1.0120 1.0129 0.0009 0.1% 1.0099
Range 0.0043 0.0039 -0.0004 -9.3% 0.0123
ATR 0.0067 0.0065 -0.0002 -3.0% 0.0000
Volume 399 252 -147 -36.8% 1,749
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0253 1.0230 1.0150
R3 1.0214 1.0191 1.0140
R2 1.0175 1.0175 1.0136
R1 1.0152 1.0152 1.0133 1.0164
PP 1.0136 1.0136 1.0136 1.0142
S1 1.0113 1.0113 1.0125 1.0125
S2 1.0097 1.0097 1.0122
S3 1.0058 1.0074 1.0118
S4 1.0019 1.0035 1.0108
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0434 1.0390 1.0167
R3 1.0311 1.0267 1.0133
R2 1.0188 1.0188 1.0122
R1 1.0144 1.0144 1.0110 1.0105
PP 1.0065 1.0065 1.0065 1.0046
S1 1.0021 1.0021 1.0088 0.9982
S2 0.9942 0.9942 1.0076
S3 0.9819 0.9898 1.0065
S4 0.9696 0.9775 1.0031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0159 0.9990 0.0169 1.7% 0.0061 0.6% 82% True False 314
10 1.0159 0.9987 0.0172 1.7% 0.0062 0.6% 83% True False 311
20 1.0159 0.9918 0.0241 2.4% 0.0063 0.6% 88% True False 349
40 1.0159 0.9795 0.0364 3.6% 0.0064 0.6% 92% True False 253
60 1.0159 0.9677 0.0482 4.8% 0.0062 0.6% 94% True False 201
80 1.0159 0.9624 0.0535 5.3% 0.0058 0.6% 94% True False 162
100 1.0159 0.9600 0.0559 5.5% 0.0054 0.5% 95% True False 136
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0325
2.618 1.0261
1.618 1.0222
1.000 1.0198
0.618 1.0183
HIGH 1.0159
0.618 1.0144
0.500 1.0140
0.382 1.0135
LOW 1.0120
0.618 1.0096
1.000 1.0081
1.618 1.0057
2.618 1.0018
4.250 0.9954
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.0140 1.0124
PP 1.0136 1.0120
S1 1.0133 1.0115

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

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