CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 0.9997 1.0015 0.0018 0.2% 1.0050
High 0.9997 1.0060 0.0063 0.6% 1.0060
Low 0.9990 1.0015 0.0025 0.3% 0.9981
Close 0.9988 1.0071 0.0083 0.8% 1.0071
Range 0.0007 0.0045 0.0038 542.9% 0.0079
ATR 0.0041 0.0043 0.0002 5.5% 0.0000
Volume 44 7 -37 -84.1% 139
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0184 1.0172 1.0096
R3 1.0139 1.0127 1.0083
R2 1.0094 1.0094 1.0079
R1 1.0082 1.0082 1.0075 1.0088
PP 1.0049 1.0049 1.0049 1.0052
S1 1.0037 1.0037 1.0067 1.0043
S2 1.0004 1.0004 1.0063
S3 0.9959 0.9992 1.0059
S4 0.9914 0.9947 1.0046
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0274 1.0252 1.0114
R3 1.0195 1.0173 1.0093
R2 1.0116 1.0116 1.0085
R1 1.0094 1.0094 1.0078 1.0105
PP 1.0037 1.0037 1.0037 1.0043
S1 1.0015 1.0015 1.0064 1.0026
S2 0.9958 0.9958 1.0057
S3 0.9879 0.9936 1.0049
S4 0.9800 0.9857 1.0028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0060 0.9981 0.0079 0.8% 0.0027 0.3% 114% True False 27
10 1.0100 0.9908 0.0192 1.9% 0.0027 0.3% 85% False False 36
20 1.0100 0.9908 0.0192 1.9% 0.0021 0.2% 85% False False 31
40 1.0100 0.9740 0.0360 3.6% 0.0018 0.2% 92% False False 23
60 1.0100 0.9664 0.0436 4.3% 0.0018 0.2% 93% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0251
2.618 1.0178
1.618 1.0133
1.000 1.0105
0.618 1.0088
HIGH 1.0060
0.618 1.0043
0.500 1.0038
0.382 1.0032
LOW 1.0015
0.618 0.9987
1.000 0.9970
1.618 0.9942
2.618 0.9897
4.250 0.9824
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 1.0060 1.0056
PP 1.0049 1.0040
S1 1.0038 1.0025

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

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