CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 0.9660 0.9601 -0.0059 -0.6% 0.9432
High 0.9660 0.9601 -0.0059 -0.6% 0.9660
Low 0.9660 0.9601 -0.0059 -0.6% 0.9432
Close 0.9660 0.9601 -0.0059 -0.6% 0.9601
Range
ATR 0.0088 0.0086 -0.0002 -2.4% 0.0000
Volume 21 5 -16 -76.2% 89
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9601 0.9601 0.9601
R3 0.9601 0.9601 0.9601
R2 0.9601 0.9601 0.9601
R1 0.9601 0.9601 0.9601 0.9601
PP 0.9601 0.9601 0.9601 0.9601
S1 0.9601 0.9601 0.9601 0.9601
S2 0.9601 0.9601 0.9601
S3 0.9601 0.9601 0.9601
S4 0.9601 0.9601 0.9601
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0153 0.9726
R3 1.0020 0.9925 0.9664
R2 0.9792 0.9792 0.9643
R1 0.9697 0.9697 0.9622 0.9745
PP 0.9564 0.9564 0.9564 0.9588
S1 0.9469 0.9469 0.9580 0.9517
S2 0.9336 0.9336 0.9559
S3 0.9108 0.9241 0.9538
S4 0.8880 0.9013 0.9476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9660 0.9432 0.0228 2.4% 0.0000 0.0% 74% False False 17
10 0.9660 0.9408 0.0252 2.6% 0.0020 0.2% 77% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 0.9601
2.618 0.9601
1.618 0.9601
1.000 0.9601
0.618 0.9601
HIGH 0.9601
0.618 0.9601
0.500 0.9601
0.382 0.9601
LOW 0.9601
0.618 0.9601
1.000 0.9601
1.618 0.9601
2.618 0.9601
4.250 0.9601
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 0.9601 0.9602
PP 0.9601 0.9601
S1 0.9601 0.9601

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

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