CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 0.9895 0.9865 -0.0030 -0.3% 0.9739
High 0.9895 0.9885 -0.0010 -0.1% 0.9895
Low 0.9895 0.9863 -0.0032 -0.3% 0.9676
Close 0.9881 0.9885 0.0004 0.0% 0.9881
Range 0.0000 0.0022 0.0022 0.0219
ATR 0.0052 0.0049 -0.0002 -4.1% 0.0000
Volume 12 2 -10 -83.3% 29
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9944 0.9936 0.9897
R3 0.9922 0.9914 0.9891
R2 0.9900 0.9900 0.9889
R1 0.9892 0.9892 0.9887 0.9896
PP 0.9878 0.9878 0.9878 0.9880
S1 0.9870 0.9870 0.9883 0.9874
S2 0.9856 0.9856 0.9881
S3 0.9834 0.9848 0.9879
S4 0.9812 0.9826 0.9873
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0474 1.0397 1.0001
R3 1.0255 1.0178 0.9941
R2 1.0036 1.0036 0.9921
R1 0.9959 0.9959 0.9901 0.9998
PP 0.9817 0.9817 0.9817 0.9837
S1 0.9740 0.9740 0.9861 0.9779
S2 0.9598 0.9598 0.9841
S3 0.9379 0.9521 0.9821
S4 0.9160 0.9302 0.9761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9895 0.9676 0.0219 2.2% 0.0014 0.1% 95% False False 4
10 0.9895 0.9676 0.0219 2.2% 0.0011 0.1% 95% False False 23
20 0.9928 0.9664 0.0264 2.7% 0.0015 0.1% 84% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9979
2.618 0.9943
1.618 0.9921
1.000 0.9907
0.618 0.9899
HIGH 0.9885
0.618 0.9877
0.500 0.9874
0.382 0.9871
LOW 0.9863
0.618 0.9849
1.000 0.9841
1.618 0.9827
2.618 0.9805
4.250 0.9770
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 0.9881 0.9880
PP 0.9878 0.9874
S1 0.9874 0.9869

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

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