CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.0074 1.0070 -0.0004 0.0% 1.0058
High 1.0074 1.0087 0.0013 0.1% 1.0087
Low 1.0071 1.0044 -0.0027 -0.3% 1.0023
Close 1.0068 1.0048 -0.0020 -0.2% 1.0048
Range 0.0003 0.0043 0.0040 1,333.3% 0.0064
ATR 0.0043 0.0043 0.0000 0.1% 0.0000
Volume 45 12 -33 -73.3% 294
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0189 1.0161 1.0072
R3 1.0146 1.0118 1.0060
R2 1.0103 1.0103 1.0056
R1 1.0075 1.0075 1.0052 1.0068
PP 1.0060 1.0060 1.0060 1.0056
S1 1.0032 1.0032 1.0044 1.0025
S2 1.0017 1.0017 1.0040
S3 0.9974 0.9989 1.0036
S4 0.9931 0.9946 1.0024
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0245 1.0210 1.0083
R3 1.0181 1.0146 1.0066
R2 1.0117 1.0117 1.0060
R1 1.0082 1.0082 1.0054 1.0068
PP 1.0053 1.0053 1.0053 1.0045
S1 1.0018 1.0018 1.0042 1.0004
S2 0.9989 0.9989 1.0036
S3 0.9925 0.9954 1.0030
S4 0.9861 0.9890 1.0013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0087 1.0023 0.0064 0.6% 0.0022 0.2% 39% True False 58
10 1.0087 0.9949 0.0138 1.4% 0.0030 0.3% 72% True False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0270
2.618 1.0200
1.618 1.0157
1.000 1.0130
0.618 1.0114
HIGH 1.0087
0.618 1.0071
0.500 1.0066
0.382 1.0060
LOW 1.0044
0.618 1.0017
1.000 1.0001
1.618 0.9974
2.618 0.9931
4.250 0.9861
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.0066 1.0066
PP 1.0060 1.0060
S1 1.0054 1.0054

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

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