CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 0.9833 0.9862 0.0029 0.3% 0.9865
High 0.9877 0.9898 0.0021 0.2% 0.9909
Low 0.9833 0.9862 0.0029 0.3% 0.9820
Close 0.9856 0.9878 0.0022 0.2% 0.9845
Range 0.0044 0.0036 -0.0008 -18.2% 0.0089
ATR 0.0043 0.0043 0.0000 -0.2% 0.0000
Volume 179 105 -74 -41.3% 336
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9987 0.9969 0.9898
R3 0.9951 0.9933 0.9888
R2 0.9915 0.9915 0.9885
R1 0.9897 0.9897 0.9881 0.9906
PP 0.9879 0.9879 0.9879 0.9884
S1 0.9861 0.9861 0.9875 0.9870
S2 0.9843 0.9843 0.9871
S3 0.9807 0.9825 0.9868
S4 0.9771 0.9789 0.9858
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0125 1.0074 0.9894
R3 1.0036 0.9985 0.9869
R2 0.9947 0.9947 0.9861
R1 0.9896 0.9896 0.9853 0.9877
PP 0.9858 0.9858 0.9858 0.9849
S1 0.9807 0.9807 0.9837 0.9788
S2 0.9769 0.9769 0.9829
S3 0.9680 0.9718 0.9821
S4 0.9591 0.9629 0.9796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9898 0.9820 0.0078 0.8% 0.0020 0.2% 74% True False 108
10 0.9909 0.9743 0.0166 1.7% 0.0024 0.2% 81% False False 63
20 0.9909 0.9664 0.0245 2.5% 0.0017 0.2% 87% False False 50
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0051
2.618 0.9992
1.618 0.9956
1.000 0.9934
0.618 0.9920
HIGH 0.9898
0.618 0.9884
0.500 0.9880
0.382 0.9876
LOW 0.9862
0.618 0.9840
1.000 0.9826
1.618 0.9804
2.618 0.9768
4.250 0.9709
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 0.9880 0.9874
PP 0.9879 0.9870
S1 0.9879 0.9866

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

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