CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 0.9934 0.9990 0.0056 0.6% 0.9861
High 0.9939 0.9990 0.0051 0.5% 0.9993
Low 0.9912 0.9971 0.0059 0.6% 0.9861
Close 0.9934 0.9967 0.0033 0.3% 0.9990
Range 0.0027 0.0019 -0.0008 -29.6% 0.0132
ATR 0.0046 0.0047 0.0001 1.5% 0.0000
Volume 20 11 -9 -45.0% 38
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0033 1.0019 0.9977
R3 1.0014 1.0000 0.9972
R2 0.9995 0.9995 0.9970
R1 0.9981 0.9981 0.9969 0.9979
PP 0.9976 0.9976 0.9976 0.9975
S1 0.9962 0.9962 0.9965 0.9960
S2 0.9957 0.9957 0.9964
S3 0.9938 0.9943 0.9962
S4 0.9919 0.9924 0.9957
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% 50% False False 14
10 1.0023 0.9780 0.0243 2.4% 0.0018 0.2% 77% False False 13
20 1.0023 0.9740 0.0283 2.8% 0.0019 0.2% 80% False False 37
40 1.0023 0.9664 0.0359 3.6% 0.0018 0.2% 84% False False 32
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 1.0071
2.618 1.0040
1.618 1.0021
1.000 1.0009
0.618 1.0002
HIGH 0.9990
0.618 0.9983
0.500 0.9981
0.382 0.9978
LOW 0.9971
0.618 0.9959
1.000 0.9952
1.618 0.9940
2.618 0.9921
4.250 0.9890
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 0.9981 0.9968
PP 0.9976 0.9967
S1 0.9972 0.9967

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

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