CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 0.9883 0.9841 -0.0042 -0.4% 0.9900
High 0.9892 0.9841 -0.0051 -0.5% 0.9952
Low 0.9814 0.9760 -0.0054 -0.6% 0.9814
Close 0.9854 0.9785 -0.0069 -0.7% 0.9854
Range 0.0078 0.0081 0.0003 3.8% 0.0138
ATR 0.0065 0.0067 0.0002 3.2% 0.0000
Volume 90 199 109 121.1% 381
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0038 0.9993 0.9830
R3 0.9957 0.9912 0.9807
R2 0.9876 0.9876 0.9800
R1 0.9831 0.9831 0.9792 0.9813
PP 0.9795 0.9795 0.9795 0.9787
S1 0.9750 0.9750 0.9778 0.9732
S2 0.9714 0.9714 0.9770
S3 0.9633 0.9669 0.9763
S4 0.9552 0.9588 0.9740
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0287 1.0209 0.9930
R3 1.0149 1.0071 0.9892
R2 1.0011 1.0011 0.9879
R1 0.9933 0.9933 0.9867 0.9903
PP 0.9873 0.9873 0.9873 0.9859
S1 0.9795 0.9795 0.9841 0.9765
S2 0.9735 0.9735 0.9829
S3 0.9597 0.9657 0.9816
S4 0.9459 0.9519 0.9778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9952 0.9760 0.0192 2.0% 0.0070 0.7% 13% False True 103
10 0.9952 0.9760 0.0192 2.0% 0.0061 0.6% 13% False True 115
20 0.9952 0.9677 0.0275 2.8% 0.0057 0.6% 39% False False 84
40 0.9961 0.9624 0.0337 3.4% 0.0052 0.5% 48% False False 65
60 0.9961 0.9600 0.0361 3.7% 0.0046 0.5% 51% False False 55
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 1.0053
1.618 0.9972
1.000 0.9922
0.618 0.9891
HIGH 0.9841
0.618 0.9810
0.500 0.9801
0.382 0.9791
LOW 0.9760
0.618 0.9710
1.000 0.9679
1.618 0.9629
2.618 0.9548
4.250 0.9416
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 0.9801 0.9842
PP 0.9795 0.9823
S1 0.9790 0.9804

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

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