CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 1.0001 0.9942 -0.0059 -0.6% 1.0002
High 1.0001 0.9942 -0.0059 -0.6% 1.0002
Low 1.0001 0.9939 -0.0062 -0.6% 0.9939
Close 1.0001 0.9941 -0.0060 -0.6% 0.9941
Range 0.0000 0.0003 0.0003 0.0063
ATR 0.0036 0.0038 0.0002 5.1% 0.0000
Volume 25 1 -24 -96.0% 66
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 0.9950 0.9948 0.9943
R3 0.9947 0.9945 0.9942
R2 0.9944 0.9944 0.9942
R1 0.9942 0.9942 0.9941 0.9942
PP 0.9941 0.9941 0.9941 0.9940
S1 0.9939 0.9939 0.9941 0.9939
S2 0.9938 0.9938 0.9940
S3 0.9935 0.9936 0.9940
S4 0.9932 0.9933 0.9939
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 1.0150 1.0108 0.9976
R3 1.0087 1.0045 0.9958
R2 1.0024 1.0024 0.9953
R1 0.9982 0.9982 0.9947 0.9972
PP 0.9961 0.9961 0.9961 0.9955
S1 0.9919 0.9919 0.9935 0.9909
S2 0.9898 0.9898 0.9929
S3 0.9835 0.9856 0.9924
S4 0.9772 0.9793 0.9906
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0002 0.9939 0.0063 0.6% 0.0005 0.0% 3% False True 13
10 1.0047 0.9908 0.0139 1.4% 0.0015 0.1% 24% False False 27
20 1.0075 0.9908 0.0167 1.7% 0.0014 0.1% 20% False False 20
40 1.0075 0.9740 0.0335 3.4% 0.0018 0.2% 60% False False 30
60 1.0075 0.9664 0.0411 4.1% 0.0016 0.2% 67% False False 28
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9955
2.618 0.9950
1.618 0.9947
1.000 0.9945
0.618 0.9944
HIGH 0.9942
0.618 0.9941
0.500 0.9941
0.382 0.9940
LOW 0.9939
0.618 0.9937
1.000 0.9936
1.618 0.9934
2.618 0.9931
4.250 0.9926
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 0.9941 0.9970
PP 0.9941 0.9960
S1 0.9941 0.9951

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

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