CME Canadian Dollar Future December 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 1.0052 1.0074 0.0022 0.2% 1.0030
High 1.0065 1.0074 0.0009 0.1% 1.0050
Low 1.0049 1.0071 0.0022 0.2% 0.9949
Close 1.0061 1.0068 0.0007 0.1% 1.0043
Range 0.0016 0.0003 -0.0013 -81.3% 0.0101
ATR 0.0045 0.0043 -0.0002 -5.1% 0.0000
Volume 113 45 -68 -60.2% 263
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0080 1.0077 1.0070
R3 1.0077 1.0074 1.0069
R2 1.0074 1.0074 1.0069
R1 1.0071 1.0071 1.0068 1.0071
PP 1.0071 1.0071 1.0071 1.0071
S1 1.0068 1.0068 1.0068 1.0068
S2 1.0068 1.0068 1.0067
S3 1.0065 1.0065 1.0067
S4 1.0062 1.0062 1.0066
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0317 1.0281 1.0099
R3 1.0216 1.0180 1.0071
R2 1.0115 1.0115 1.0062
R1 1.0079 1.0079 1.0052 1.0097
PP 1.0014 1.0014 1.0014 1.0023
S1 0.9978 0.9978 1.0034 0.9996
S2 0.9913 0.9913 1.0024
S3 0.9812 0.9877 1.0015
S4 0.9711 0.9776 0.9987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0074 0.9993 0.0081 0.8% 0.0025 0.2% 93% True False 68
10 1.0074 0.9949 0.0125 1.2% 0.0029 0.3% 95% True False 54
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 0.0002
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0087
2.618 1.0082
1.618 1.0079
1.000 1.0077
0.618 1.0076
HIGH 1.0074
0.618 1.0073
0.500 1.0073
0.382 1.0072
LOW 1.0071
0.618 1.0069
1.000 1.0068
1.618 1.0066
2.618 1.0063
4.250 1.0058
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.0073 1.0062
PP 1.0071 1.0055
S1 1.0070 1.0049

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

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