CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 0.9910 0.9978 0.0068 0.7% 0.9841
High 0.9981 0.9978 -0.0003 0.0% 0.9890
Low 0.9900 0.9910 0.0010 0.1% 0.9754
Close 0.9962 0.9956 -0.0006 -0.1% 0.9876
Range 0.0081 0.0068 -0.0013 -16.0% 0.0136
ATR 0.0068 0.0068 0.0000 0.0% 0.0000
Volume 165 148 -17 -10.3% 763
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0152 1.0122 0.9993
R3 1.0084 1.0054 0.9975
R2 1.0016 1.0016 0.9968
R1 0.9986 0.9986 0.9962 0.9967
PP 0.9948 0.9948 0.9948 0.9939
S1 0.9918 0.9918 0.9950 0.9899
S2 0.9880 0.9880 0.9944
S3 0.9812 0.9850 0.9937
S4 0.9744 0.9782 0.9919
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0248 1.0198 0.9951
R3 1.0112 1.0062 0.9913
R2 0.9976 0.9976 0.9901
R1 0.9926 0.9926 0.9888 0.9951
PP 0.9840 0.9840 0.9840 0.9853
S1 0.9790 0.9790 0.9864 0.9815
S2 0.9704 0.9704 0.9851
S3 0.9568 0.9654 0.9839
S4 0.9432 0.9518 0.9801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9981 0.9795 0.0186 1.9% 0.0065 0.7% 87% False False 139
10 0.9981 0.9754 0.0227 2.3% 0.0065 0.7% 89% False False 136
20 0.9981 0.9750 0.0231 2.3% 0.0060 0.6% 89% False False 123
40 0.9981 0.9677 0.0304 3.1% 0.0054 0.5% 92% False False 84
60 0.9981 0.9600 0.0381 3.8% 0.0051 0.5% 93% False False 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0267
2.618 1.0156
1.618 1.0088
1.000 1.0046
0.618 1.0020
HIGH 0.9978
0.618 0.9952
0.500 0.9944
0.382 0.9936
LOW 0.9910
0.618 0.9868
1.000 0.9842
1.618 0.9800
2.618 0.9732
4.250 0.9621
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 0.9952 0.9944
PP 0.9948 0.9931
S1 0.9944 0.9919

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

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