CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 0.9783 0.9798 0.0015 0.2% 0.9833
High 0.9783 0.9862 0.0079 0.8% 0.9928
Low 0.9780 0.9798 0.0018 0.2% 0.9796
Close 0.9797 0.9849 0.0052 0.5% 0.9826
Range 0.0003 0.0064 0.0061 2,033.3% 0.0132
ATR 0.0044 0.0045 0.0002 3.5% 0.0000
Volume 41 18 -23 -56.1% 312
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0028 1.0003 0.9884
R3 0.9964 0.9939 0.9867
R2 0.9900 0.9900 0.9861
R1 0.9875 0.9875 0.9855 0.9888
PP 0.9836 0.9836 0.9836 0.9843
S1 0.9811 0.9811 0.9843 0.9824
S2 0.9772 0.9772 0.9837
S3 0.9708 0.9747 0.9831
S4 0.9644 0.9683 0.9814
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0246 1.0168 0.9899
R3 1.0114 1.0036 0.9862
R2 0.9982 0.9982 0.9850
R1 0.9904 0.9904 0.9838 0.9877
PP 0.9850 0.9850 0.9850 0.9837
S1 0.9772 0.9772 0.9814 0.9745
S2 0.9718 0.9718 0.9802
S3 0.9586 0.9640 0.9790
S4 0.9454 0.9508 0.9753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9862 0.9740 0.0122 1.2% 0.0025 0.3% 89% True False 23
10 0.9928 0.9740 0.0188 1.9% 0.0024 0.2% 58% False False 48
20 0.9928 0.9676 0.0252 2.6% 0.0020 0.2% 69% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0134
2.618 1.0030
1.618 0.9966
1.000 0.9926
0.618 0.9902
HIGH 0.9862
0.618 0.9838
0.500 0.9830
0.382 0.9822
LOW 0.9798
0.618 0.9758
1.000 0.9734
1.618 0.9694
2.618 0.9630
4.250 0.9526
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 0.9843 0.9836
PP 0.9836 0.9822
S1 0.9830 0.9809

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

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