CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 1.0002 0.9944 -0.0058 -0.6% 1.0028
High 1.0002 0.9948 -0.0054 -0.5% 1.0031
Low 1.0002 0.9940 -0.0062 -0.6% 0.9908
Close 0.9989 0.9944 -0.0045 -0.5% 0.9991
Range 0.0000 0.0008 0.0008 0.0123
ATR 0.0036 0.0037 0.0001 2.7% 0.0000
Volume 13 8 -5 -38.5% 206
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9968 0.9964 0.9948
R3 0.9960 0.9956 0.9946
R2 0.9952 0.9952 0.9945
R1 0.9948 0.9948 0.9945 0.9948
PP 0.9944 0.9944 0.9944 0.9944
S1 0.9940 0.9940 0.9943 0.9940
S2 0.9936 0.9936 0.9943
S3 0.9928 0.9932 0.9942
S4 0.9920 0.9924 0.9940
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 1.0008 0.9908 0.0100 1.0% 0.0021 0.2% 36% False False 44
10 1.0075 0.9908 0.0167 1.7% 0.0015 0.2% 22% False False 24
20 1.0075 0.9908 0.0167 1.7% 0.0015 0.1% 22% False False 19
40 1.0075 0.9676 0.0399 4.0% 0.0017 0.2% 67% False False 29
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9982
2.618 0.9969
1.618 0.9961
1.000 0.9956
0.618 0.9953
HIGH 0.9948
0.618 0.9945
0.500 0.9944
0.382 0.9943
LOW 0.9940
0.618 0.9935
1.000 0.9932
1.618 0.9927
2.618 0.9919
4.250 0.9906
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 0.9944 0.9971
PP 0.9944 0.9962
S1 0.9944 0.9953

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

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