CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 1.0050 1.0100 0.0050 0.5% 0.9927
High 1.0050 1.0100 0.0050 0.5% 1.0100
Low 1.0028 1.0041 0.0013 0.1% 0.9908
Close 1.0044 1.0064 0.0020 0.2% 1.0064
Range 0.0022 0.0059 0.0037 168.2% 0.0192
ATR 0.0042 0.0044 0.0001 2.8% 0.0000
Volume 48 111 63 131.3% 224
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0245 1.0214 1.0096
R3 1.0186 1.0155 1.0080
R2 1.0127 1.0127 1.0075
R1 1.0096 1.0096 1.0069 1.0082
PP 1.0068 1.0068 1.0068 1.0062
S1 1.0037 1.0037 1.0059 1.0023
S2 1.0009 1.0009 1.0053
S3 0.9950 0.9978 1.0048
S4 0.9891 0.9919 1.0032
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0600 1.0524 1.0170
R3 1.0408 1.0332 1.0117
R2 1.0216 1.0216 1.0099
R1 1.0140 1.0140 1.0082 1.0178
PP 1.0024 1.0024 1.0024 1.0043
S1 0.9948 0.9948 1.0046 0.9986
S2 0.9832 0.9832 1.0029
S3 0.9640 0.9756 1.0011
S4 0.9448 0.9564 0.9958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9908 0.0192 1.9% 0.0027 0.3% 81% True False 44
10 1.0100 0.9908 0.0192 1.9% 0.0016 0.2% 81% True False 29
20 1.0100 0.9908 0.0192 1.9% 0.0017 0.2% 81% True False 27
40 1.0100 0.9740 0.0360 3.6% 0.0017 0.2% 90% True False 31
60 1.0100 0.9664 0.0436 4.3% 0.0017 0.2% 92% True False 30
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0351
2.618 1.0254
1.618 1.0195
1.000 1.0159
0.618 1.0136
HIGH 1.0100
0.618 1.0077
0.500 1.0071
0.382 1.0064
LOW 1.0041
0.618 1.0005
1.000 0.9982
1.618 0.9946
2.618 0.9887
4.250 0.9790
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 1.0071 1.0064
PP 1.0068 1.0064
S1 1.0066 1.0064

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

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