CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 0.9908 0.9988 0.0080 0.8% 1.0028
High 0.9967 0.9988 0.0021 0.2% 1.0031
Low 0.9908 0.9988 0.0080 0.8% 0.9908
Close 0.9965 0.9991 0.0026 0.3% 0.9991
Range 0.0059 0.0000 -0.0059 -100.0% 0.0123
ATR 0.0039 0.0038 -0.0001 -2.9% 0.0000
Volume 94 15 -79 -84.0% 206
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9989 0.9990 0.9991
R3 0.9989 0.9990 0.9991
R2 0.9989 0.9989 0.9991
R1 0.9990 0.9990 0.9991 0.9990
PP 0.9989 0.9989 0.9989 0.9989
S1 0.9990 0.9990 0.9991 0.9990
S2 0.9989 0.9989 0.9991
S3 0.9989 0.9990 0.9991
S4 0.9989 0.9990 0.9991
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0346 1.0291 1.0059
R3 1.0223 1.0168 1.0025
R2 1.0100 1.0100 1.0014
R1 1.0045 1.0045 1.0002 1.0011
PP 0.9977 0.9977 0.9977 0.9960
S1 0.9922 0.9922 0.9980 0.9888
S2 0.9854 0.9854 0.9968
S3 0.9731 0.9799 0.9957
S4 0.9608 0.9676 0.9923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0047 0.9908 0.0139 1.4% 0.0024 0.2% 60% False False 42
10 1.0075 0.9908 0.0167 1.7% 0.0017 0.2% 50% False False 26
20 1.0075 0.9798 0.0277 2.8% 0.0017 0.2% 70% False False 19
40 1.0075 0.9676 0.0399 4.0% 0.0018 0.2% 79% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9988
2.618 0.9988
1.618 0.9988
1.000 0.9988
0.618 0.9988
HIGH 0.9988
0.618 0.9988
0.500 0.9988
0.382 0.9988
LOW 0.9988
0.618 0.9988
1.000 0.9988
1.618 0.9988
2.618 0.9988
4.250 0.9988
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 0.9990 0.9980
PP 0.9989 0.9969
S1 0.9988 0.9958

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

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