CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 0.9680 0.9755 0.0075 0.8% 0.9725
High 0.9680 0.9755 0.0075 0.8% 0.9817
Low 0.9680 0.9748 0.0068 0.7% 0.9600
Close 0.9677 0.9759 0.0082 0.8% 0.9677
Range 0.0000 0.0007 0.0007 0.0217
ATR 0.0063 0.0064 0.0001 1.7% 0.0000
Volume 23 13 -10 -43.5% 422
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9775 0.9774 0.9763
R3 0.9768 0.9767 0.9761
R2 0.9761 0.9761 0.9760
R1 0.9760 0.9760 0.9760 0.9761
PP 0.9754 0.9754 0.9754 0.9754
S1 0.9753 0.9753 0.9758 0.9754
S2 0.9747 0.9747 0.9758
S3 0.9740 0.9746 0.9757
S4 0.9733 0.9739 0.9755
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0349 1.0230 0.9796
R3 1.0132 1.0013 0.9737
R2 0.9915 0.9915 0.9717
R1 0.9796 0.9796 0.9697 0.9747
PP 0.9698 0.9698 0.9698 0.9674
S1 0.9579 0.9579 0.9657 0.9530
S2 0.9481 0.9481 0.9637
S3 0.9264 0.9362 0.9617
S4 0.9047 0.9145 0.9558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9782 0.9600 0.0182 1.9% 0.0060 0.6% 87% False False 81
10 0.9930 0.9600 0.0330 3.4% 0.0049 0.5% 48% False False 48
20 0.9930 0.9600 0.0330 3.4% 0.0036 0.4% 48% False False 33
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9785
2.618 0.9773
1.618 0.9766
1.000 0.9762
0.618 0.9759
HIGH 0.9755
0.618 0.9752
0.500 0.9752
0.382 0.9751
LOW 0.9748
0.618 0.9744
1.000 0.9741
1.618 0.9737
2.618 0.9730
4.250 0.9718
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 0.9757 0.9747
PP 0.9754 0.9735
S1 0.9752 0.9723

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

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