CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 0.9906 0.9826 -0.0080 -0.8% 0.9739
High 0.9909 0.9832 -0.0077 -0.8% 0.9895
Low 0.9843 0.9820 -0.0023 -0.2% 0.9676
Close 0.9836 0.9827 -0.0009 -0.1% 0.9881
Range 0.0066 0.0012 -0.0054 -81.8% 0.0219
ATR 0.0051 0.0048 -0.0002 -4.9% 0.0000
Volume 76 84 8 10.5% 29
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9862 0.9857 0.9834
R3 0.9850 0.9845 0.9830
R2 0.9838 0.9838 0.9829
R1 0.9833 0.9833 0.9828 0.9836
PP 0.9826 0.9826 0.9826 0.9828
S1 0.9821 0.9821 0.9826 0.9824
S2 0.9814 0.9814 0.9825
S3 0.9802 0.9809 0.9824
S4 0.9790 0.9797 0.9820
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 0.9820 0.0089 0.9% 0.0029 0.3% 8% False True 35
10 0.9909 0.9676 0.0233 2.4% 0.0018 0.2% 65% False False 25
20 0.9924 0.9664 0.0260 2.6% 0.0015 0.2% 63% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9883
2.618 0.9863
1.618 0.9851
1.000 0.9844
0.618 0.9839
HIGH 0.9832
0.618 0.9827
0.500 0.9826
0.382 0.9825
LOW 0.9820
0.618 0.9813
1.000 0.9808
1.618 0.9801
2.618 0.9789
4.250 0.9769
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 0.9827 0.9865
PP 0.9826 0.9852
S1 0.9826 0.9840

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

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