CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 0.9760 0.9690 -0.0070 -0.7% 0.9786
High 0.9760 0.9725 -0.0035 -0.4% 0.9853
Low 0.9725 0.9677 -0.0048 -0.5% 0.9714
Close 0.9767 0.9708 -0.0059 -0.6% 0.9767
Range 0.0035 0.0048 0.0013 37.1% 0.0139
ATR 0.0066 0.0068 0.0002 2.6% 0.0000
Volume 6 31 25 416.7% 151
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9847 0.9826 0.9734
R3 0.9799 0.9778 0.9721
R2 0.9751 0.9751 0.9717
R1 0.9730 0.9730 0.9712 0.9741
PP 0.9703 0.9703 0.9703 0.9709
S1 0.9682 0.9682 0.9704 0.9693
S2 0.9655 0.9655 0.9699
S3 0.9607 0.9634 0.9695
S4 0.9559 0.9586 0.9682
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0195 1.0120 0.9843
R3 1.0056 0.9981 0.9805
R2 0.9917 0.9917 0.9792
R1 0.9842 0.9842 0.9780 0.9810
PP 0.9778 0.9778 0.9778 0.9762
S1 0.9703 0.9703 0.9754 0.9671
S2 0.9639 0.9639 0.9742
S3 0.9500 0.9564 0.9729
S4 0.9361 0.9425 0.9691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9853 0.9677 0.0176 1.8% 0.0056 0.6% 18% False True 36
10 0.9853 0.9677 0.0176 1.8% 0.0058 0.6% 18% False True 29
20 0.9961 0.9677 0.0284 2.9% 0.0049 0.5% 11% False True 45
40 0.9961 0.9600 0.0361 3.7% 0.0047 0.5% 30% False False 42
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 0.9929
2.618 0.9851
1.618 0.9803
1.000 0.9773
0.618 0.9755
HIGH 0.9725
0.618 0.9707
0.500 0.9701
0.382 0.9695
LOW 0.9677
0.618 0.9647
1.000 0.9629
1.618 0.9599
2.618 0.9551
4.250 0.9473
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 0.9706 0.9765
PP 0.9703 0.9746
S1 0.9701 0.9727

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

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