CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 1.0005 0.9934 -0.0071 -0.7% 0.9861
High 1.0023 0.9939 -0.0084 -0.8% 0.9993
Low 1.0005 0.9912 -0.0093 -0.9% 0.9861
Close 1.0012 0.9934 -0.0078 -0.8% 0.9990
Range 0.0018 0.0027 0.0009 50.0% 0.0132
ATR 0.0042 0.0046 0.0004 9.8% 0.0000
Volume 9 20 11 122.2% 38
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0009 0.9999 0.9949
R3 0.9982 0.9972 0.9941
R2 0.9955 0.9955 0.9939
R1 0.9945 0.9945 0.9936 0.9948
PP 0.9928 0.9928 0.9928 0.9930
S1 0.9918 0.9918 0.9932 0.9921
S2 0.9901 0.9901 0.9929
S3 0.9874 0.9891 0.9927
S4 0.9847 0.9864 0.9919
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0344 1.0299 1.0063
R3 1.0212 1.0167 1.0026
R2 1.0080 1.0080 1.0014
R1 1.0035 1.0035 1.0002 1.0058
PP 0.9948 0.9948 0.9948 0.9959
S1 0.9903 0.9903 0.9978 0.9926
S2 0.9816 0.9816 0.9966
S3 0.9684 0.9771 0.9954
S4 0.9552 0.9639 0.9917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0023 0.9912 0.0111 1.1% 0.0018 0.2% 20% False True 12
10 1.0023 0.9755 0.0268 2.7% 0.0016 0.2% 67% False False 15
20 1.0023 0.9740 0.0283 2.8% 0.0021 0.2% 69% False False 41
40 1.0023 0.9664 0.0359 3.6% 0.0018 0.2% 75% False False 32
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 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0054
2.618 1.0010
1.618 0.9983
1.000 0.9966
0.618 0.9956
HIGH 0.9939
0.618 0.9929
0.500 0.9926
0.382 0.9922
LOW 0.9912
0.618 0.9895
1.000 0.9885
1.618 0.9868
2.618 0.9841
4.250 0.9797
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 0.9931 0.9968
PP 0.9928 0.9956
S1 0.9926 0.9945

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

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