CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 0.9775 0.9744 -0.0031 -0.3% 0.9867
High 0.9783 0.9761 -0.0022 -0.2% 0.9867
Low 0.9737 0.9744 0.0007 0.1% 0.9693
Close 0.9740 0.9770 0.0030 0.3% 0.9770
Range 0.0046 0.0017 -0.0029 -63.0% 0.0174
ATR 0.0066 0.0063 -0.0003 -4.9% 0.0000
Volume 38 53 15 39.5% 118
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9809 0.9807 0.9779
R3 0.9792 0.9790 0.9775
R2 0.9775 0.9775 0.9773
R1 0.9773 0.9773 0.9772 0.9774
PP 0.9758 0.9758 0.9758 0.9759
S1 0.9756 0.9756 0.9768 0.9757
S2 0.9741 0.9741 0.9767
S3 0.9724 0.9739 0.9765
S4 0.9707 0.9722 0.9761
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0299 1.0208 0.9866
R3 1.0125 1.0034 0.9818
R2 0.9951 0.9951 0.9802
R1 0.9860 0.9860 0.9786 0.9819
PP 0.9777 0.9777 0.9777 0.9756
S1 0.9686 0.9686 0.9754 0.9645
S2 0.9603 0.9603 0.9738
S3 0.9429 0.9512 0.9722
S4 0.9255 0.9338 0.9674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9867 0.9693 0.0174 1.8% 0.0052 0.5% 44% False False 23
10 0.9961 0.9693 0.0268 2.7% 0.0053 0.5% 29% False False 45
20 0.9961 0.9624 0.0337 3.4% 0.0046 0.5% 43% False False 45
40 0.9961 0.9600 0.0361 3.7% 0.0041 0.4% 47% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9833
2.618 0.9806
1.618 0.9789
1.000 0.9778
0.618 0.9772
HIGH 0.9761
0.618 0.9755
0.500 0.9753
0.382 0.9750
LOW 0.9744
0.618 0.9733
1.000 0.9727
1.618 0.9716
2.618 0.9699
4.250 0.9672
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 0.9764 0.9759
PP 0.9758 0.9749
S1 0.9753 0.9738

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

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