CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 0.9977 1.0005 0.0028 0.3% 0.9861
High 0.9993 1.0023 0.0030 0.3% 0.9993
Low 0.9977 1.0005 0.0028 0.3% 0.9861
Close 0.9990 1.0012 0.0022 0.2% 0.9990
Range 0.0016 0.0018 0.0002 12.5% 0.0132
ATR 0.0043 0.0042 -0.0001 -1.6% 0.0000
Volume 12 9 -3 -25.0% 38
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0067 1.0058 1.0022
R3 1.0049 1.0040 1.0017
R2 1.0031 1.0031 1.0015
R1 1.0022 1.0022 1.0014 1.0027
PP 1.0013 1.0013 1.0013 1.0016
S1 1.0004 1.0004 1.0010 1.0009
S2 0.9995 0.9995 1.0009
S3 0.9977 0.9986 1.0007
S4 0.9959 0.9968 1.0002
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0344 1.0299 1.0063
R3 1.0212 1.0167 1.0026
R2 1.0080 1.0080 1.0014
R1 1.0035 1.0035 1.0002 1.0058
PP 0.9948 0.9948 0.9948 0.9959
S1 0.9903 0.9903 0.9978 0.9926
S2 0.9816 0.9816 0.9966
S3 0.9684 0.9771 0.9954
S4 0.9552 0.9639 0.9917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9918 0.0105 1.0% 0.0013 0.1% 90% True False 8
10 1.0023 0.9740 0.0283 2.8% 0.0016 0.2% 96% True False 15
20 1.0023 0.9740 0.0283 2.8% 0.0021 0.2% 96% True False 40
40 1.0023 0.9664 0.0359 3.6% 0.0017 0.2% 97% True False 32
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0100
2.618 1.0070
1.618 1.0052
1.000 1.0041
0.618 1.0034
HIGH 1.0023
0.618 1.0016
0.500 1.0014
0.382 1.0012
LOW 1.0005
0.618 0.9994
1.000 0.9987
1.618 0.9976
2.618 0.9958
4.250 0.9929
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 1.0014 1.0000
PP 1.0013 0.9987
S1 1.0013 0.9975

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

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