CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 0.9875 0.9825 -0.0050 -0.5% 0.9833
High 0.9875 0.9825 -0.0050 -0.5% 0.9928
Low 0.9875 0.9796 -0.0079 -0.8% 0.9796
Close 0.9874 0.9826 -0.0048 -0.5% 0.9826
Range 0.0000 0.0029 0.0029 0.0132
ATR 0.0042 0.0044 0.0003 6.2% 0.0000
Volume 11 8 -3 -27.3% 312
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9903 0.9893 0.9842
R3 0.9874 0.9864 0.9834
R2 0.9845 0.9845 0.9831
R1 0.9835 0.9835 0.9829 0.9840
PP 0.9816 0.9816 0.9816 0.9818
S1 0.9806 0.9806 0.9823 0.9811
S2 0.9787 0.9787 0.9821
S3 0.9758 0.9777 0.9818
S4 0.9729 0.9748 0.9810
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0246 1.0168 0.9899
R3 1.0114 1.0036 0.9862
R2 0.9982 0.9982 0.9850
R1 0.9904 0.9904 0.9838 0.9877
PP 0.9850 0.9850 0.9850 0.9837
S1 0.9772 0.9772 0.9814 0.9745
S2 0.9718 0.9718 0.9802
S3 0.9586 0.9640 0.9790
S4 0.9454 0.9508 0.9753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9928 0.9796 0.0132 1.3% 0.0029 0.3% 23% False True 62
10 0.9928 0.9796 0.0132 1.3% 0.0025 0.3% 23% False True 64
20 0.9928 0.9676 0.0252 2.6% 0.0017 0.2% 60% False False 48
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9948
2.618 0.9901
1.618 0.9872
1.000 0.9854
0.618 0.9843
HIGH 0.9825
0.618 0.9814
0.500 0.9811
0.382 0.9807
LOW 0.9796
0.618 0.9778
1.000 0.9767
1.618 0.9749
2.618 0.9720
4.250 0.9673
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 0.9821 0.9862
PP 0.9816 0.9850
S1 0.9811 0.9838

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

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