CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 0.9986 1.0100 0.0114 1.1% 1.0058
High 1.0002 1.0100 0.0098 1.0% 1.0087
Low 0.9973 1.0084 0.0111 1.1% 1.0023
Close 1.0018 1.0086 0.0068 0.7% 1.0048
Range 0.0029 0.0016 -0.0013 -44.8% 0.0064
ATR 0.0044 0.0046 0.0003 6.3% 0.0000
Volume 63 15 -48 -76.2% 294
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0138 1.0128 1.0095
R3 1.0122 1.0112 1.0090
R2 1.0106 1.0106 1.0089
R1 1.0096 1.0096 1.0087 1.0093
PP 1.0090 1.0090 1.0090 1.0089
S1 1.0080 1.0080 1.0085 1.0077
S2 1.0074 1.0074 1.0083
S3 1.0058 1.0064 1.0082
S4 1.0042 1.0048 1.0077
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 1.0100 0.9973 0.0127 1.3% 0.0030 0.3% 89% True False 28
10 1.0100 0.9952 0.0148 1.5% 0.0029 0.3% 91% True False 51
20 1.0100 0.9878 0.0222 2.2% 0.0034 0.3% 94% True False 58
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0168
2.618 1.0142
1.618 1.0126
1.000 1.0116
0.618 1.0110
HIGH 1.0100
0.618 1.0094
0.500 1.0092
0.382 1.0090
LOW 1.0084
0.618 1.0074
1.000 1.0068
1.618 1.0058
2.618 1.0042
4.250 1.0016
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 1.0092 1.0070
PP 1.0090 1.0053
S1 1.0088 1.0037

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

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