CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 0.9865 0.9906 0.0041 0.4% 0.9739
High 0.9885 0.9909 0.0024 0.2% 0.9895
Low 0.9863 0.9843 -0.0020 -0.2% 0.9676
Close 0.9885 0.9836 -0.0049 -0.5% 0.9881
Range 0.0022 0.0066 0.0044 200.0% 0.0219
ATR 0.0049 0.0051 0.0001 2.4% 0.0000
Volume 2 76 74 3,700.0% 29
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0061 1.0014 0.9872
R3 0.9995 0.9948 0.9854
R2 0.9929 0.9929 0.9848
R1 0.9882 0.9882 0.9842 0.9873
PP 0.9863 0.9863 0.9863 0.9858
S1 0.9816 0.9816 0.9830 0.9807
S2 0.9797 0.9797 0.9824
S3 0.9731 0.9750 0.9818
S4 0.9665 0.9684 0.9800
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0474 1.0397 1.0001
R3 1.0255 1.0178 0.9941
R2 1.0036 1.0036 0.9921
R1 0.9959 0.9959 0.9901 0.9998
PP 0.9817 0.9817 0.9817 0.9837
S1 0.9740 0.9740 0.9861 0.9779
S2 0.9598 0.9598 0.9841
S3 0.9379 0.9521 0.9821
S4 0.9160 0.9302 0.9761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9909 0.9743 0.0166 1.7% 0.0027 0.3% 56% True False 19
10 0.9909 0.9676 0.0233 2.4% 0.0017 0.2% 69% True False 22
20 0.9928 0.9664 0.0264 2.7% 0.0018 0.2% 65% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.0190
2.618 1.0082
1.618 1.0016
1.000 0.9975
0.618 0.9950
HIGH 0.9909
0.618 0.9884
0.500 0.9876
0.382 0.9868
LOW 0.9843
0.618 0.9802
1.000 0.9777
1.618 0.9736
2.618 0.9670
4.250 0.9563
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 0.9876 0.9876
PP 0.9863 0.9863
S1 0.9849 0.9849

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

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