CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 0.9785 0.9739 -0.0046 -0.5% 0.9728
High 0.9820 0.9739 -0.0081 -0.8% 0.9820
Low 0.9785 0.9739 -0.0046 -0.5% 0.9695
Close 0.9809 0.9739 -0.0070 -0.7% 0.9739
Range 0.0035 0.0000 -0.0035 -100.0% 0.0125
ATR 0.0051 0.0052 0.0001 2.7% 0.0000
Volume 50 17 -33 -66.0% 201
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9739 0.9739 0.9739
R3 0.9739 0.9739 0.9739
R2 0.9739 0.9739 0.9739
R1 0.9739 0.9739 0.9739 0.9739
PP 0.9739 0.9739 0.9739 0.9739
S1 0.9739 0.9739 0.9739 0.9739
S2 0.9739 0.9739 0.9739
S3 0.9739 0.9739 0.9739
S4 0.9739 0.9739 0.9739
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0126 1.0058 0.9808
R3 1.0001 0.9933 0.9773
R2 0.9876 0.9876 0.9762
R1 0.9808 0.9808 0.9750 0.9842
PP 0.9751 0.9751 0.9751 0.9769
S1 0.9683 0.9683 0.9728 0.9717
S2 0.9626 0.9626 0.9716
S3 0.9501 0.9558 0.9705
S4 0.9376 0.9433 0.9670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9695 0.0125 1.3% 0.0008 0.1% 35% False False 57
10 0.9850 0.9664 0.0186 1.9% 0.0015 0.2% 40% False False 36
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9739
2.618 0.9739
1.618 0.9739
1.000 0.9739
0.618 0.9739
HIGH 0.9739
0.618 0.9739
0.500 0.9739
0.382 0.9739
LOW 0.9739
0.618 0.9739
1.000 0.9739
1.618 0.9739
2.618 0.9739
4.250 0.9739
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 0.9739 0.9758
PP 0.9739 0.9751
S1 0.9739 0.9745

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

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