CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 1.0100 1.0050 -0.0050 -0.5% 0.9927
High 1.0100 1.0050 -0.0050 -0.5% 1.0100
Low 1.0041 1.0040 -0.0001 0.0% 0.9908
Close 1.0064 1.0042 -0.0022 -0.2% 1.0064
Range 0.0059 0.0010 -0.0049 -83.1% 0.0192
ATR 0.0044 0.0042 -0.0001 -3.2% 0.0000
Volume 111 66 -45 -40.5% 224
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0074 1.0068 1.0048
R3 1.0064 1.0058 1.0045
R2 1.0054 1.0054 1.0044
R1 1.0048 1.0048 1.0043 1.0046
PP 1.0044 1.0044 1.0044 1.0043
S1 1.0038 1.0038 1.0041 1.0036
S2 1.0034 1.0034 1.0040
S3 1.0024 1.0028 1.0039
S4 1.0014 1.0018 1.0037
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 1.0020 0.0080 0.8% 0.0025 0.2% 28% False False 57
10 1.0100 0.9908 0.0192 1.9% 0.0017 0.2% 70% False False 34
20 1.0100 0.9908 0.0192 1.9% 0.0016 0.2% 70% False False 29
40 1.0100 0.9740 0.0360 3.6% 0.0017 0.2% 84% False False 30
60 1.0100 0.9664 0.0436 4.3% 0.0017 0.2% 87% False False 31
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0093
2.618 1.0076
1.618 1.0066
1.000 1.0060
0.618 1.0056
HIGH 1.0050
0.618 1.0046
0.500 1.0045
0.382 1.0044
LOW 1.0040
0.618 1.0034
1.000 1.0030
1.618 1.0024
2.618 1.0014
4.250 0.9998
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 1.0045 1.0064
PP 1.0044 1.0057
S1 1.0043 1.0049

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

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