CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 0.9798 0.9861 0.0063 0.6% 0.9740
High 0.9862 0.9861 -0.0001 0.0% 0.9862
Low 0.9798 0.9861 0.0063 0.6% 0.9740
Close 0.9849 0.9861 0.0012 0.1% 0.9849
Range 0.0064 0.0000 -0.0064 -100.0% 0.0122
ATR 0.0045 0.0043 -0.0002 -5.2% 0.0000
Volume 18 3 -15 -83.3% 109
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9861 0.9861 0.9861
R3 0.9861 0.9861 0.9861
R2 0.9861 0.9861 0.9861
R1 0.9861 0.9861 0.9861 0.9861
PP 0.9861 0.9861 0.9861 0.9861
S1 0.9861 0.9861 0.9861 0.9861
S2 0.9861 0.9861 0.9861
S3 0.9861 0.9861 0.9861
S4 0.9861 0.9861 0.9861
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0183 1.0138 0.9916
R3 1.0061 1.0016 0.9883
R2 0.9939 0.9939 0.9871
R1 0.9894 0.9894 0.9860 0.9917
PP 0.9817 0.9817 0.9817 0.9828
S1 0.9772 0.9772 0.9838 0.9795
S2 0.9695 0.9695 0.9827
S3 0.9573 0.9650 0.9815
S4 0.9451 0.9528 0.9782
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% 0.0019 0.2% 99% False False 22
10 0.9928 0.9740 0.0188 1.9% 0.0024 0.2% 64% False False 42
20 0.9928 0.9676 0.0252 2.6% 0.0020 0.2% 73% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9861
2.618 0.9861
1.618 0.9861
1.000 0.9861
0.618 0.9861
HIGH 0.9861
0.618 0.9861
0.500 0.9861
0.382 0.9861
LOW 0.9861
0.618 0.9861
1.000 0.9861
1.618 0.9861
2.618 0.9861
4.250 0.9861
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 0.9861 0.9848
PP 0.9861 0.9834
S1 0.9861 0.9821

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

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