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CME Canadian Dollar Future June 2011


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Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.0222 1.0218 -0.0004 0.0% 1.0260
High 1.0245 1.0249 0.0004 0.0% 1.0282
Low 1.0182 1.0202 0.0020 0.2% 1.0182
Close 1.0216 1.0235 0.0019 0.2% 1.0235
Range 0.0063 0.0047 -0.0016 -25.4% 0.0100
ATR 0.0091 0.0088 -0.0003 -3.5% 0.0000
Volume 85,099 58,324 -26,775 -31.5% 347,307
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0370 1.0349 1.0261
R3 1.0323 1.0302 1.0248
R2 1.0276 1.0276 1.0244
R1 1.0255 1.0255 1.0239 1.0266
PP 1.0229 1.0229 1.0229 1.0234
S1 1.0208 1.0208 1.0231 1.0219
S2 1.0182 1.0182 1.0226
S3 1.0135 1.0161 1.0222
S4 1.0088 1.0114 1.0209
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0533 1.0484 1.0290
R3 1.0433 1.0384 1.0263
R2 1.0333 1.0333 1.0253
R1 1.0284 1.0284 1.0244 1.0259
PP 1.0233 1.0233 1.0233 1.0220
S1 1.0184 1.0184 1.0226 1.0159
S2 1.0133 1.0133 1.0217
S3 1.0033 1.0084 1.0208
S4 0.9933 0.9984 1.0180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0282 1.0182 0.0100 1.0% 0.0064 0.6% 53% False False 69,461
10 1.0366 1.0182 0.0184 1.8% 0.0078 0.8% 29% False False 76,953
20 1.0576 1.0182 0.0394 3.8% 0.0097 0.9% 13% False False 87,864
40 1.0578 1.0182 0.0396 3.9% 0.0090 0.9% 13% False False 78,801
60 1.0578 1.0004 0.0574 5.6% 0.0089 0.9% 40% False False 74,746
80 1.0578 0.9987 0.0591 5.8% 0.0083 0.8% 42% False False 56,292
100 1.0578 0.9918 0.0660 6.4% 0.0080 0.8% 48% False False 45,082
120 1.0578 0.9754 0.0824 8.1% 0.0077 0.7% 58% False False 37,591
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0449
2.618 1.0372
1.618 1.0325
1.000 1.0296
0.618 1.0278
HIGH 1.0249
0.618 1.0231
0.500 1.0226
0.382 1.0220
LOW 1.0202
0.618 1.0173
1.000 1.0155
1.618 1.0126
2.618 1.0079
4.250 1.0002
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.0232 1.0230
PP 1.0229 1.0225
S1 1.0226 1.0220

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

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