CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 0.9730 0.9707 -0.0023 -0.2% 0.9683
High 0.9734 0.9710 -0.0024 -0.2% 0.9734
Low 0.9730 0.9705 -0.0025 -0.3% 0.9600
Close 0.9754 0.9719 -0.0035 -0.4% 0.9754
Range 0.0004 0.0005 0.0001 25.0% 0.0134
ATR
Volume 1 8 7 700.0% 110
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9726 0.9728 0.9722
R3 0.9721 0.9723 0.9720
R2 0.9716 0.9716 0.9720
R1 0.9718 0.9718 0.9719 0.9717
PP 0.9711 0.9711 0.9711 0.9711
S1 0.9713 0.9713 0.9719 0.9712
S2 0.9706 0.9706 0.9718
S3 0.9701 0.9708 0.9718
S4 0.9696 0.9703 0.9716
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0098 1.0060 0.9828
R3 0.9964 0.9926 0.9791
R2 0.9830 0.9830 0.9779
R1 0.9792 0.9792 0.9766 0.9811
PP 0.9696 0.9696 0.9696 0.9706
S1 0.9658 0.9658 0.9742 0.9677
S2 0.9562 0.9562 0.9729
S3 0.9428 0.9524 0.9717
S4 0.9294 0.9390 0.9680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9734 0.9600 0.0134 1.4% 0.0013 0.1% 89% False False 13
10 0.9734 0.9600 0.0134 1.4% 0.0012 0.1% 89% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9731
2.618 0.9723
1.618 0.9718
1.000 0.9715
0.618 0.9713
HIGH 0.9710
0.618 0.9708
0.500 0.9708
0.382 0.9707
LOW 0.9705
0.618 0.9702
1.000 0.9700
1.618 0.9697
2.618 0.9692
4.250 0.9684
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 0.9715 0.9709
PP 0.9711 0.9699
S1 0.9708 0.9690

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

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