CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 1.0008 0.9908 -0.0100 -1.0% 1.0007
High 1.0008 0.9967 -0.0041 -0.4% 1.0075
Low 0.9970 0.9908 -0.0062 -0.6% 1.0007
Close 0.9972 0.9965 -0.0007 -0.1% 1.0036
Range 0.0038 0.0059 0.0021 55.3% 0.0068
ATR 0.0037 0.0039 0.0002 5.3% 0.0000
Volume 93 94 1 1.1% 23
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0124 1.0103 0.9997
R3 1.0065 1.0044 0.9981
R2 1.0006 1.0006 0.9976
R1 0.9985 0.9985 0.9970 0.9996
PP 0.9947 0.9947 0.9947 0.9952
S1 0.9926 0.9926 0.9960 0.9937
S2 0.9888 0.9888 0.9954
S3 0.9829 0.9867 0.9949
S4 0.9770 0.9808 0.9933
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 1.0053 0.9908 0.0145 1.5% 0.0028 0.3% 39% False True 41
10 1.0075 0.9908 0.0167 1.7% 0.0017 0.2% 34% False True 28
20 1.0075 0.9780 0.0295 3.0% 0.0018 0.2% 63% False False 20
40 1.0075 0.9676 0.0399 4.0% 0.0018 0.2% 72% 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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0218
2.618 1.0121
1.618 1.0062
1.000 1.0026
0.618 1.0003
HIGH 0.9967
0.618 0.9944
0.500 0.9938
0.382 0.9931
LOW 0.9908
0.618 0.9872
1.000 0.9849
1.618 0.9813
2.618 0.9754
4.250 0.9657
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 0.9956 0.9970
PP 0.9947 0.9968
S1 0.9938 0.9967

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

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