CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 0.9949 0.9918 -0.0031 -0.3% 0.9740
High 0.9949 0.9936 -0.0013 -0.1% 0.9862
Low 0.9949 0.9918 -0.0031 -0.3% 0.9740
Close 0.9934 0.9928 -0.0006 -0.1% 0.9849
Range 0.0000 0.0018 0.0018 0.0122
ATR 0.0046 0.0044 -0.0002 -4.3% 0.0000
Volume 3 1 -2 -66.7% 109
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 0.9981 0.9973 0.9938
R3 0.9963 0.9955 0.9933
R2 0.9945 0.9945 0.9931
R1 0.9937 0.9937 0.9930 0.9941
PP 0.9927 0.9927 0.9927 0.9930
S1 0.9919 0.9919 0.9926 0.9923
S2 0.9909 0.9909 0.9925
S3 0.9891 0.9901 0.9923
S4 0.9873 0.9883 0.9918
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0183 1.0138 0.9916
R3 1.0061 1.0016 0.9883
R2 0.9939 0.9939 0.9871
R1 0.9894 0.9894 0.9860 0.9917
PP 0.9817 0.9817 0.9817 0.9828
S1 0.9772 0.9772 0.9838 0.9795
S2 0.9695 0.9695 0.9827
S3 0.9573 0.9650 0.9815
S4 0.9451 0.9528 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9949 0.9780 0.0169 1.7% 0.0017 0.2% 88% False False 13
10 0.9949 0.9740 0.0209 2.1% 0.0018 0.2% 90% False False 14
20 0.9949 0.9740 0.0209 2.1% 0.0021 0.2% 90% False False 39
40 0.9949 0.9664 0.0285 2.9% 0.0017 0.2% 93% False False 31
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0013
2.618 0.9983
1.618 0.9965
1.000 0.9954
0.618 0.9947
HIGH 0.9936
0.618 0.9929
0.500 0.9927
0.382 0.9925
LOW 0.9918
0.618 0.9907
1.000 0.9900
1.618 0.9889
2.618 0.9871
4.250 0.9842
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 0.9928 0.9920
PP 0.9927 0.9913
S1 0.9927 0.9905

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

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