CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 0.9850 0.9849 -0.0001 0.0% 0.9893
High 0.9850 0.9850 0.0000 0.0% 0.9928
Low 0.9811 0.9849 0.0038 0.4% 0.9811
Close 0.9823 0.9847 0.0024 0.2% 0.9823
Range 0.0039 0.0001 -0.0038 -97.4% 0.0117
ATR
Volume 4 7 3 75.0% 80
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9852 0.9850 0.9848
R3 0.9851 0.9849 0.9847
R2 0.9850 0.9850 0.9847
R1 0.9848 0.9848 0.9847 0.9849
PP 0.9849 0.9849 0.9849 0.9849
S1 0.9847 0.9847 0.9847 0.9848
S2 0.9848 0.9848 0.9847
S3 0.9847 0.9846 0.9847
S4 0.9846 0.9845 0.9846
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0205 1.0131 0.9887
R3 1.0088 1.0014 0.9855
R2 0.9971 0.9971 0.9844
R1 0.9897 0.9897 0.9834 0.9876
PP 0.9854 0.9854 0.9854 0.9843
S1 0.9780 0.9780 0.9812 0.9759
S2 0.9737 0.9737 0.9802
S3 0.9620 0.9663 0.9791
S4 0.9503 0.9546 0.9759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9928 0.9811 0.0117 1.2% 0.0022 0.2% 31% False False 12
10 0.9928 0.9810 0.0118 1.2% 0.0014 0.1% 31% False False 12
Crabel Price Patterns
NR True
NR4 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9854
2.618 0.9853
1.618 0.9852
1.000 0.9851
0.618 0.9851
HIGH 0.9850
0.618 0.9850
0.500 0.9850
0.382 0.9849
LOW 0.9849
0.618 0.9848
1.000 0.9848
1.618 0.9847
2.618 0.9846
4.250 0.9845
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 0.9850 0.9844
PP 0.9849 0.9840
S1 0.9848 0.9837

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

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