CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 0.9938 0.9977 0.0039 0.4% 0.9861
High 0.9938 0.9993 0.0055 0.6% 0.9993
Low 0.9926 0.9977 0.0051 0.5% 0.9861
Close 0.9935 0.9990 0.0055 0.6% 0.9990
Range 0.0012 0.0016 0.0004 33.3% 0.0132
ATR 0.0042 0.0043 0.0001 2.8% 0.0000
Volume 19 12 -7 -36.8% 38
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0035 1.0028 0.9999
R3 1.0019 1.0012 0.9994
R2 1.0003 1.0003 0.9993
R1 0.9996 0.9996 0.9991 1.0000
PP 0.9987 0.9987 0.9987 0.9988
S1 0.9980 0.9980 0.9989 0.9984
S2 0.9971 0.9971 0.9987
S3 0.9955 0.9964 0.9986
S4 0.9939 0.9948 0.9981
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0344 1.0299 1.0063
R3 1.0212 1.0167 1.0026
R2 1.0080 1.0080 1.0014
R1 1.0035 1.0035 1.0002 1.0058
PP 0.9948 0.9948 0.9948 0.9959
S1 0.9903 0.9903 0.9978 0.9926
S2 0.9816 0.9816 0.9966
S3 0.9684 0.9771 0.9954
S4 0.9552 0.9639 0.9917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9993 0.9861 0.0132 1.3% 0.0009 0.1% 98% True False 7
10 0.9993 0.9740 0.0253 2.5% 0.0017 0.2% 99% True False 15
20 0.9993 0.9740 0.0253 2.5% 0.0020 0.2% 99% True False 40
40 0.9993 0.9664 0.0329 3.3% 0.0017 0.2% 99% True False 32
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 1.0061
2.618 1.0035
1.618 1.0019
1.000 1.0009
0.618 1.0003
HIGH 0.9993
0.618 0.9987
0.500 0.9985
0.382 0.9983
LOW 0.9977
0.618 0.9967
1.000 0.9961
1.618 0.9951
2.618 0.9935
4.250 0.9909
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 0.9988 0.9979
PP 0.9987 0.9967
S1 0.9985 0.9956

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

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