CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 1.0028 1.0008 -0.0020 -0.2% 1.0007
High 1.0031 1.0008 -0.0023 -0.2% 1.0075
Low 1.0007 0.9970 -0.0037 -0.4% 1.0007
Close 1.0008 0.9972 -0.0036 -0.4% 1.0036
Range 0.0024 0.0038 0.0014 58.3% 0.0068
ATR 0.0037 0.0037 0.0000 0.3% 0.0000
Volume 4 93 89 2,225.0% 23
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0097 1.0073 0.9993
R3 1.0059 1.0035 0.9982
R2 1.0021 1.0021 0.9979
R1 0.9997 0.9997 0.9975 0.9990
PP 0.9983 0.9983 0.9983 0.9980
S1 0.9959 0.9959 0.9969 0.9952
S2 0.9945 0.9945 0.9965
S3 0.9907 0.9921 0.9962
S4 0.9869 0.9883 0.9951
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0243 1.0208 1.0073
R3 1.0175 1.0140 1.0055
R2 1.0107 1.0107 1.0048
R1 1.0072 1.0072 1.0042 1.0090
PP 1.0039 1.0039 1.0039 1.0048
S1 1.0004 1.0004 1.0030 1.0022
S2 0.9971 0.9971 1.0024
S3 0.9903 0.9936 1.0017
S4 0.9835 0.9868 0.9999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0075 0.9970 0.0105 1.1% 0.0017 0.2% 2% False True 23
10 1.0075 0.9967 0.0108 1.1% 0.0013 0.1% 5% False False 19
20 1.0075 0.9755 0.0320 3.2% 0.0015 0.1% 68% False False 17
40 1.0075 0.9676 0.0399 4.0% 0.0017 0.2% 74% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0170
2.618 1.0107
1.618 1.0069
1.000 1.0046
0.618 1.0031
HIGH 1.0008
0.618 0.9993
0.500 0.9989
0.382 0.9985
LOW 0.9970
0.618 0.9947
1.000 0.9932
1.618 0.9909
2.618 0.9871
4.250 0.9809
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 0.9989 1.0009
PP 0.9983 0.9996
S1 0.9978 0.9984

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

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