CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 0.9862 0.9890 0.0028 0.3% 0.9865
High 0.9898 0.9928 0.0030 0.3% 0.9909
Low 0.9862 0.9890 0.0028 0.3% 0.9820
Close 0.9878 0.9891 0.0013 0.1% 0.9845
Range 0.0036 0.0038 0.0002 5.6% 0.0089
ATR 0.0043 0.0044 0.0000 1.1% 0.0000
Volume 105 9 -96 -91.4% 336
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0017 0.9992 0.9912
R3 0.9979 0.9954 0.9901
R2 0.9941 0.9941 0.9898
R1 0.9916 0.9916 0.9894 0.9929
PP 0.9903 0.9903 0.9903 0.9909
S1 0.9878 0.9878 0.9888 0.9891
S2 0.9865 0.9865 0.9884
S3 0.9827 0.9840 0.9881
S4 0.9789 0.9802 0.9870
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 0.9928 0.9830 0.0098 1.0% 0.0025 0.3% 62% True False 93
10 0.9928 0.9820 0.0108 1.1% 0.0027 0.3% 66% True False 64
20 0.9928 0.9664 0.0264 2.7% 0.0019 0.2% 86% True False 49
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 1.0027
1.618 0.9989
1.000 0.9966
0.618 0.9951
HIGH 0.9928
0.618 0.9913
0.500 0.9909
0.382 0.9905
LOW 0.9890
0.618 0.9867
1.000 0.9852
1.618 0.9829
2.618 0.9791
4.250 0.9729
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 0.9909 0.9888
PP 0.9903 0.9884
S1 0.9897 0.9881

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

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