CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 0.9867 0.9840 -0.0027 -0.3% 0.9900
High 0.9867 0.9840 -0.0027 -0.3% 0.9961
Low 0.9867 0.9709 -0.0158 -1.6% 0.9825
Close 0.9872 0.9739 -0.0133 -1.3% 0.9849
Range 0.0000 0.0131 0.0131 0.0136
ATR 0.0059 0.0067 0.0007 12.4% 0.0000
Volume 7 4 -3 -42.9% 336
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0156 1.0078 0.9811
R3 1.0025 0.9947 0.9775
R2 0.9894 0.9894 0.9763
R1 0.9816 0.9816 0.9751 0.9790
PP 0.9763 0.9763 0.9763 0.9749
S1 0.9685 0.9685 0.9727 0.9659
S2 0.9632 0.9632 0.9715
S3 0.9501 0.9554 0.9703
S4 0.9370 0.9423 0.9667
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0286 1.0204 0.9924
R3 1.0150 1.0068 0.9886
R2 1.0014 1.0014 0.9874
R1 0.9932 0.9932 0.9861 0.9905
PP 0.9878 0.9878 0.9878 0.9865
S1 0.9796 0.9796 0.9837 0.9769
S2 0.9742 0.9742 0.9824
S3 0.9606 0.9660 0.9812
S4 0.9470 0.9524 0.9774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9950 0.9709 0.0241 2.5% 0.0057 0.6% 12% False True 25
10 0.9961 0.9709 0.0252 2.6% 0.0051 0.5% 12% False True 60
20 0.9961 0.9624 0.0337 3.5% 0.0049 0.5% 34% False False 58
40 0.9961 0.9600 0.0361 3.7% 0.0039 0.4% 39% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.0397
2.618 1.0183
1.618 1.0052
1.000 0.9971
0.618 0.9921
HIGH 0.9840
0.618 0.9790
0.500 0.9775
0.382 0.9759
LOW 0.9709
0.618 0.9628
1.000 0.9578
1.618 0.9497
2.618 0.9366
4.250 0.9152
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 0.9775 0.9805
PP 0.9763 0.9783
S1 0.9751 0.9761

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

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