CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 0.9676 0.9749 0.0073 0.8% 0.9728
High 0.9676 0.9749 0.0073 0.8% 0.9820
Low 0.9676 0.9743 0.0067 0.7% 0.9695
Close 0.9680 0.9773 0.0093 1.0% 0.9739
Range 0.0000 0.0006 0.0006 0.0125
ATR 0.0049 0.0051 0.0001 2.9% 0.0000
Volume 5 1 -4 -80.0% 201
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9773 0.9779 0.9776
R3 0.9767 0.9773 0.9775
R2 0.9761 0.9761 0.9774
R1 0.9767 0.9767 0.9774 0.9764
PP 0.9755 0.9755 0.9755 0.9754
S1 0.9761 0.9761 0.9772 0.9758
S2 0.9749 0.9749 0.9772
S3 0.9743 0.9755 0.9771
S4 0.9737 0.9749 0.9770
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% 0.0008 0.1% 67% False False 16
10 0.9820 0.9664 0.0156 1.6% 0.0011 0.1% 70% False False 34
20 0.9928 0.9664 0.0264 2.7% 0.0012 0.1% 41% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9775
2.618 0.9765
1.618 0.9759
1.000 0.9755
0.618 0.9753
HIGH 0.9749
0.618 0.9747
0.500 0.9746
0.382 0.9745
LOW 0.9743
0.618 0.9739
1.000 0.9737
1.618 0.9733
2.618 0.9727
4.250 0.9718
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 0.9764 0.9753
PP 0.9755 0.9733
S1 0.9746 0.9713

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

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