CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 0.9806 0.9725 -0.0081 -0.8% 0.9805
High 0.9806 0.9817 0.0011 0.1% 0.9930
Low 0.9806 0.9725 -0.0081 -0.8% 0.9805
Close 0.9806 0.9797 -0.0009 -0.1% 0.9806
Range 0.0000 0.0092 0.0092 0.0125
ATR 0.0046 0.0050 0.0003 7.0% 0.0000
Volume 26 26 0 0.0% 66
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0056 1.0018 0.9848
R3 0.9964 0.9926 0.9822
R2 0.9872 0.9872 0.9814
R1 0.9834 0.9834 0.9805 0.9853
PP 0.9780 0.9780 0.9780 0.9789
S1 0.9742 0.9742 0.9789 0.9761
S2 0.9688 0.9688 0.9780
S3 0.9596 0.9650 0.9772
S4 0.9504 0.9558 0.9746
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0222 1.0139 0.9875
R3 1.0097 1.0014 0.9840
R2 0.9972 0.9972 0.9829
R1 0.9889 0.9889 0.9817 0.9931
PP 0.9847 0.9847 0.9847 0.9868
S1 0.9764 0.9764 0.9795 0.9806
S2 0.9722 0.9722 0.9783
S3 0.9597 0.9639 0.9772
S4 0.9472 0.9514 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9725 0.0205 2.1% 0.0037 0.4% 35% False True 15
10 0.9930 0.9704 0.0226 2.3% 0.0034 0.3% 41% False False 19
20 0.9930 0.9600 0.0330 3.4% 0.0023 0.2% 60% False False 17
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 0.0000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0208
2.618 1.0058
1.618 0.9966
1.000 0.9909
0.618 0.9874
HIGH 0.9817
0.618 0.9782
0.500 0.9771
0.382 0.9760
LOW 0.9725
0.618 0.9668
1.000 0.9633
1.618 0.9576
2.618 0.9484
4.250 0.9334
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 0.9788 0.9828
PP 0.9780 0.9817
S1 0.9771 0.9807

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

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