CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 0.9830 0.9826 -0.0004 0.0% 0.9683
High 0.9865 0.9826 -0.0039 -0.4% 0.9734
Low 0.9830 0.9826 -0.0004 0.0% 0.9600
Close 0.9840 0.9755 -0.0085 -0.9% 0.9754
Range 0.0035 0.0000 -0.0035 -100.0% 0.0134
ATR 0.0000 0.0045 0.0045 0.0000
Volume 16 73 57 356.3% 110
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9802 0.9779 0.9755
R3 0.9802 0.9779 0.9755
R2 0.9802 0.9802 0.9755
R1 0.9779 0.9779 0.9755 0.9791
PP 0.9802 0.9802 0.9802 0.9808
S1 0.9779 0.9779 0.9755 0.9791
S2 0.9802 0.9802 0.9755
S3 0.9802 0.9779 0.9755
S4 0.9802 0.9779 0.9755
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 0.9865 0.9704 0.0161 1.7% 0.0024 0.2% 32% False False 22
10 0.9865 0.9600 0.0265 2.7% 0.0018 0.2% 58% False False 23
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9826
2.618 0.9826
1.618 0.9826
1.000 0.9826
0.618 0.9826
HIGH 0.9826
0.618 0.9826
0.500 0.9826
0.382 0.9826
LOW 0.9826
0.618 0.9826
1.000 0.9826
1.618 0.9826
2.618 0.9826
4.250 0.9826
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 0.9826 0.9785
PP 0.9802 0.9775
S1 0.9779 0.9765

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

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