CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1.0077 1.0105 0.0028 0.3% 1.0050
High 1.0088 1.0109 0.0021 0.2% 1.0060
Low 1.0077 1.0101 0.0024 0.2% 0.9981
Close 1.0091 1.0100 0.0009 0.1% 1.0071
Range 0.0011 0.0008 -0.0003 -27.3% 0.0079
ATR 0.0041 0.0039 -0.0002 -4.0% 0.0000
Volume 24 3 -21 -87.5% 139
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0127 1.0122 1.0104
R3 1.0119 1.0114 1.0102
R2 1.0111 1.0111 1.0101
R1 1.0106 1.0106 1.0101 1.0105
PP 1.0103 1.0103 1.0103 1.0103
S1 1.0098 1.0098 1.0099 1.0097
S2 1.0095 1.0095 1.0099
S3 1.0087 1.0090 1.0098
S4 1.0079 1.0082 1.0096
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 1.0109 1.0015 0.0094 0.9% 0.0025 0.2% 90% True False 11
10 1.0109 0.9981 0.0128 1.3% 0.0028 0.3% 93% True False 29
20 1.0109 0.9908 0.0201 2.0% 0.0019 0.2% 96% True False 24
40 1.0109 0.9780 0.0329 3.3% 0.0018 0.2% 97% True False 22
60 1.0109 0.9676 0.0433 4.3% 0.0018 0.2% 98% True False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0143
2.618 1.0130
1.618 1.0122
1.000 1.0117
0.618 1.0114
HIGH 1.0109
0.618 1.0106
0.500 1.0105
0.382 1.0104
LOW 1.0101
0.618 1.0096
1.000 1.0093
1.618 1.0088
2.618 1.0080
4.250 1.0067
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.0105 1.0092
PP 1.0103 1.0085
S1 1.0102 1.0077

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

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