CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 1.0016 1.0007 -0.0009 -0.1% 1.0005
High 1.0016 1.0007 -0.0009 -0.1% 1.0023
Low 0.9984 1.0007 0.0023 0.2% 0.9912
Close 1.0007 0.9997 -0.0010 -0.1% 1.0007
Range 0.0032 0.0000 -0.0032 -100.0% 0.0111
ATR 0.0044 0.0041 -0.0003 -7.1% 0.0000
Volume 33 3 -30 -90.9% 106
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0004 1.0000 0.9997
R3 1.0004 1.0000 0.9997
R2 1.0004 1.0004 0.9997
R1 1.0000 1.0000 0.9997 1.0002
PP 1.0004 1.0004 1.0004 1.0005
S1 1.0000 1.0000 0.9997 1.0002
S2 1.0004 1.0004 0.9997
S3 1.0004 1.0000 0.9997
S4 1.0004 1.0000 0.9997
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0314 1.0271 1.0068
R3 1.0203 1.0160 1.0038
R2 1.0092 1.0092 1.0027
R1 1.0049 1.0049 1.0017 1.0071
PP 0.9981 0.9981 0.9981 0.9991
S1 0.9938 0.9938 0.9997 0.9960
S2 0.9870 0.9870 0.9987
S3 0.9759 0.9827 0.9976
S4 0.9648 0.9716 0.9946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0016 0.9912 0.0104 1.0% 0.0016 0.2% 82% False False 20
10 1.0023 0.9912 0.0111 1.1% 0.0014 0.1% 77% False False 14
20 1.0023 0.9740 0.0283 2.8% 0.0019 0.2% 91% False False 28
40 1.0023 0.9664 0.0359 3.6% 0.0017 0.2% 93% False False 32
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0007
2.618 1.0007
1.618 1.0007
1.000 1.0007
0.618 1.0007
HIGH 1.0007
0.618 1.0007
0.500 1.0007
0.382 1.0007
LOW 1.0007
0.618 1.0007
1.000 1.0007
1.618 1.0007
2.618 1.0007
4.250 1.0007
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 1.0007 0.9995
PP 1.0004 0.9993
S1 1.0000 0.9992

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

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