CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 0.9739 0.9676 -0.0063 -0.6% 0.9728
High 0.9739 0.9676 -0.0063 -0.6% 0.9820
Low 0.9739 0.9676 -0.0063 -0.6% 0.9695
Close 0.9739 0.9680 -0.0059 -0.6% 0.9739
Range
ATR 0.0048 0.0049 0.0001 2.2% 0.0000
Volume 7 5 -2 -28.6% 201
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9677 0.9679 0.9680
R3 0.9677 0.9679 0.9680
R2 0.9677 0.9677 0.9680
R1 0.9679 0.9679 0.9680 0.9678
PP 0.9677 0.9677 0.9677 0.9677
S1 0.9679 0.9679 0.9680 0.9678
S2 0.9677 0.9677 0.9680
S3 0.9677 0.9679 0.9680
S4 0.9677 0.9679 0.9680
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 0.9676 0.0144 1.5% 0.0007 0.1% 3% False True 25
10 0.9820 0.9664 0.0156 1.6% 0.0011 0.1% 10% False False 37
20 0.9928 0.9664 0.0264 2.7% 0.0013 0.1% 6% False False 24
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.9676
2.618 0.9676
1.618 0.9676
1.000 0.9676
0.618 0.9676
HIGH 0.9676
0.618 0.9676
0.500 0.9676
0.382 0.9676
LOW 0.9676
0.618 0.9676
1.000 0.9676
1.618 0.9676
2.618 0.9676
4.250 0.9676
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 0.9679 0.9708
PP 0.9677 0.9698
S1 0.9676 0.9689

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

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