CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 1.0030 1.0073 0.0043 0.4% 1.0005
High 1.0030 1.0075 0.0045 0.4% 1.0023
Low 1.0030 1.0073 0.0043 0.4% 0.9912
Close 1.0025 1.0053 0.0028 0.3% 1.0007
Range 0.0000 0.0002 0.0002 0.0111
ATR 0.0040 0.0041 0.0001 1.7% 0.0000
Volume 1 2 1 100.0% 106
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0073 1.0065 1.0054
R3 1.0071 1.0063 1.0054
R2 1.0069 1.0069 1.0053
R1 1.0061 1.0061 1.0053 1.0064
PP 1.0067 1.0067 1.0067 1.0069
S1 1.0059 1.0059 1.0053 1.0062
S2 1.0065 1.0065 1.0053
S3 1.0063 1.0057 1.0052
S4 1.0061 1.0055 1.0052
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 1.0075 0.9967 0.0108 1.1% 0.0007 0.1% 80% True False 14
10 1.0075 0.9912 0.0163 1.6% 0.0013 0.1% 87% True False 14
20 1.0075 0.9740 0.0335 3.3% 0.0015 0.2% 93% True False 14
40 1.0075 0.9664 0.0411 4.1% 0.0016 0.2% 95% True False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0084
2.618 1.0080
1.618 1.0078
1.000 1.0077
0.618 1.0076
HIGH 1.0075
0.618 1.0074
0.500 1.0074
0.382 1.0074
LOW 1.0073
0.618 1.0072
1.000 1.0071
1.618 1.0070
2.618 1.0068
4.250 1.0065
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 1.0074 1.0049
PP 1.0067 1.0045
S1 1.0060 1.0041

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

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