CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 0.9988 1.0002 0.0014 0.1% 1.0028
High 0.9988 1.0002 0.0014 0.1% 1.0031
Low 0.9988 1.0002 0.0014 0.1% 0.9908
Close 0.9991 0.9989 -0.0002 0.0% 0.9991
Range
ATR 0.0038 0.0036 -0.0002 -5.0% 0.0000
Volume 15 13 -2 -13.3% 206
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9998 0.9993 0.9989
R3 0.9998 0.9993 0.9989
R2 0.9998 0.9998 0.9989
R1 0.9993 0.9993 0.9989 0.9996
PP 0.9998 0.9998 0.9998 0.9999
S1 0.9993 0.9993 0.9989 0.9996
S2 0.9998 0.9998 0.9989
S3 0.9998 0.9993 0.9989
S4 0.9998 0.9993 0.9989
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0346 1.0291 1.0059
R3 1.0223 1.0168 1.0025
R2 1.0100 1.0100 1.0014
R1 1.0045 1.0045 1.0002 1.0011
PP 0.9977 0.9977 0.9977 0.9960
S1 0.9922 0.9922 0.9980 0.9888
S2 0.9854 0.9854 0.9968
S3 0.9731 0.9799 0.9957
S4 0.9608 0.9676 0.9923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0031 0.9908 0.0123 1.2% 0.0024 0.2% 66% False False 43
10 1.0075 0.9908 0.0167 1.7% 0.0014 0.1% 49% False False 24
20 1.0075 0.9861 0.0214 2.1% 0.0014 0.1% 60% False False 19
40 1.0075 0.9676 0.0399 4.0% 0.0017 0.2% 78% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0002
2.618 1.0002
1.618 1.0002
1.000 1.0002
0.618 1.0002
HIGH 1.0002
0.618 1.0002
0.500 1.0002
0.382 1.0002
LOW 1.0002
0.618 1.0002
1.000 1.0002
1.618 1.0002
2.618 1.0002
4.250 1.0002
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 1.0002 0.9978
PP 0.9998 0.9966
S1 0.9993 0.9955

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

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