CME Canadian Dollar Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 0.9770 0.9865 0.0095 1.0% 0.9810
High 0.9886 0.9900 0.0014 0.1% 0.9900
Low 0.9760 0.9739 -0.0021 -0.2% 0.9717
Close 0.9858 0.9788 -0.0070 -0.7% 0.9788
Range 0.0126 0.0161 0.0035 27.8% 0.0183
ATR 0.0095 0.0100 0.0005 4.9% 0.0000
Volume 625 1,061 436 69.8% 3,624
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0292 1.0201 0.9877
R3 1.0131 1.0040 0.9832
R2 0.9970 0.9970 0.9818
R1 0.9879 0.9879 0.9803 0.9844
PP 0.9809 0.9809 0.9809 0.9792
S1 0.9718 0.9718 0.9773 0.9683
S2 0.9648 0.9648 0.9758
S3 0.9487 0.9557 0.9744
S4 0.9326 0.9396 0.9699
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0351 1.0252 0.9889
R3 1.0168 1.0069 0.9838
R2 0.9985 0.9985 0.9822
R1 0.9886 0.9886 0.9805 0.9844
PP 0.9802 0.9802 0.9802 0.9781
S1 0.9703 0.9703 0.9771 0.9661
S2 0.9619 0.9619 0.9754
S3 0.9436 0.9520 0.9738
S4 0.9253 0.9337 0.9687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9717 0.0183 1.9% 0.0103 1.1% 39% True False 792
10 0.9940 0.9714 0.0226 2.3% 0.0102 1.0% 33% False False 648
20 0.9991 0.9714 0.0277 2.8% 0.0091 0.9% 27% False False 513
40 0.9991 0.9605 0.0386 3.9% 0.0094 1.0% 47% False False 398
60 0.9991 0.9460 0.0531 5.4% 0.0088 0.9% 62% False False 312
80 0.9991 0.9338 0.0653 6.7% 0.0082 0.8% 69% False False 255
100 0.9991 0.9338 0.0653 6.7% 0.0074 0.8% 69% False False 208
120 0.9991 0.9338 0.0653 6.7% 0.0064 0.7% 69% False False 175
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 0.0018
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.0584
2.618 1.0321
1.618 1.0160
1.000 1.0061
0.618 0.9999
HIGH 0.9900
0.618 0.9838
0.500 0.9820
0.382 0.9801
LOW 0.9739
0.618 0.9640
1.000 0.9578
1.618 0.9479
2.618 0.9318
4.250 0.9055
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 0.9820 0.9809
PP 0.9809 0.9802
S1 0.9799 0.9795

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

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