CME Canadian Dollar Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 0.9966 0.9962 -0.0004 0.0% 0.9862
High 0.9966 1.0034 0.0068 0.7% 1.0034
Low 0.9946 0.9962 0.0016 0.2% 0.9857
Close 0.9963 1.0018 0.0055 0.6% 1.0018
Range 0.0020 0.0072 0.0052 260.0% 0.0177
ATR 0.0064 0.0065 0.0001 0.8% 0.0000
Volume 110 52 -58 -52.7% 565
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0221 1.0191 1.0058
R3 1.0149 1.0119 1.0038
R2 1.0077 1.0077 1.0031
R1 1.0047 1.0047 1.0025 1.0062
PP 1.0005 1.0005 1.0005 1.0012
S1 0.9975 0.9975 1.0011 0.9990
S2 0.9933 0.9933 1.0005
S3 0.9861 0.9903 0.9998
S4 0.9789 0.9831 0.9978
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0501 1.0436 1.0115
R3 1.0324 1.0259 1.0067
R2 1.0147 1.0147 1.0050
R1 1.0082 1.0082 1.0034 1.0115
PP 0.9970 0.9970 0.9970 0.9986
S1 0.9905 0.9905 1.0002 0.9938
S2 0.9793 0.9793 0.9986
S3 0.9616 0.9728 0.9969
S4 0.9439 0.9551 0.9921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0034 0.9857 0.0177 1.8% 0.0057 0.6% 91% True False 113
10 1.0034 0.9754 0.0280 2.8% 0.0063 0.6% 94% True False 141
20 1.0034 0.9754 0.0280 2.8% 0.0058 0.6% 94% True False 116
40 1.0034 0.9677 0.0357 3.6% 0.0055 0.5% 96% True False 87
60 1.0034 0.9600 0.0434 4.3% 0.0051 0.5% 96% True False 71
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0340
2.618 1.0222
1.618 1.0150
1.000 1.0106
0.618 1.0078
HIGH 1.0034
0.618 1.0006
0.500 0.9998
0.382 0.9990
LOW 0.9962
0.618 0.9918
1.000 0.9890
1.618 0.9846
2.618 0.9774
4.250 0.9656
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 1.0011 1.0003
PP 1.0005 0.9987
S1 0.9998 0.9972

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

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