CME Canadian Dollar Future December 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 0.9410 0.9374 -0.0036 -0.4% 0.9513
High 0.9431 0.9517 0.0086 0.9% 0.9552
Low 0.9352 0.9371 0.0019 0.2% 0.9357
Close 0.9353 0.9485 0.0132 1.4% 0.9485
Range 0.0079 0.0146 0.0067 84.8% 0.0195
ATR 0.0099 0.0104 0.0005 4.6% 0.0000
Volume 1,136 7,015 5,879 517.5% 12,478
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9896 0.9836 0.9565
R3 0.9750 0.9690 0.9525
R2 0.9604 0.9604 0.9512
R1 0.9544 0.9544 0.9498 0.9574
PP 0.9458 0.9458 0.9458 0.9473
S1 0.9398 0.9398 0.9472 0.9428
S2 0.9312 0.9312 0.9458
S3 0.9166 0.9252 0.9445
S4 0.9020 0.9106 0.9405
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 1.0050 0.9962 0.9592
R3 0.9855 0.9767 0.9539
R2 0.9660 0.9660 0.9521
R1 0.9572 0.9572 0.9503 0.9519
PP 0.9465 0.9465 0.9465 0.9438
S1 0.9377 0.9377 0.9467 0.9324
S2 0.9270 0.9270 0.9449
S3 0.9075 0.9182 0.9431
S4 0.8880 0.8987 0.9378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9525 0.9352 0.0173 1.8% 0.0107 1.1% 77% False False 3,099
10 0.9735 0.9352 0.0383 4.0% 0.0109 1.1% 35% False False 2,451
20 0.9867 0.9352 0.0515 5.4% 0.0100 1.1% 26% False False 1,600
40 0.9867 0.9352 0.0515 5.4% 0.0098 1.0% 26% False False 1,015
60 0.9867 0.9352 0.0515 5.4% 0.0099 1.0% 26% False False 746
80 0.9867 0.9230 0.0637 6.7% 0.0097 1.0% 40% False False 603
100 1.0012 0.9230 0.0782 8.2% 0.0095 1.0% 33% False False 495
120 1.0012 0.9230 0.0782 8.2% 0.0086 0.9% 33% False False 424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0138
2.618 0.9899
1.618 0.9753
1.000 0.9663
0.618 0.9607
HIGH 0.9517
0.618 0.9461
0.500 0.9444
0.382 0.9427
LOW 0.9371
0.618 0.9281
1.000 0.9225
1.618 0.9135
2.618 0.8989
4.250 0.8751
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 0.9471 0.9470
PP 0.9458 0.9454
S1 0.9444 0.9439

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

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