CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 0.9927 1.0020 0.0093 0.9% 1.0002
High 0.9930 1.0045 0.0115 1.2% 1.0002
Low 0.9908 1.0020 0.0112 1.1% 0.9939
Close 0.9930 1.0022 0.0092 0.9% 0.9941
Range 0.0022 0.0025 0.0003 13.6% 0.0063
ATR 0.0038 0.0043 0.0006 14.6% 0.0000
Volume 2 10 8 400.0% 66
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0104 1.0088 1.0036
R3 1.0079 1.0063 1.0029
R2 1.0054 1.0054 1.0027
R1 1.0038 1.0038 1.0024 1.0046
PP 1.0029 1.0029 1.0029 1.0033
S1 1.0013 1.0013 1.0020 1.0021
S2 1.0004 1.0004 1.0017
S3 0.9979 0.9988 1.0015
S4 0.9954 0.9963 1.0008
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 1.0045 0.9908 0.0137 1.4% 0.0012 0.1% 83% True False 11
10 1.0045 0.9908 0.0137 1.4% 0.0017 0.2% 83% True False 28
20 1.0075 0.9908 0.0167 1.7% 0.0015 0.1% 68% False False 20
40 1.0075 0.9740 0.0335 3.3% 0.0018 0.2% 84% False False 30
60 1.0075 0.9664 0.0411 4.1% 0.0016 0.2% 87% False False 28
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 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0151
2.618 1.0110
1.618 1.0085
1.000 1.0070
0.618 1.0060
HIGH 1.0045
0.618 1.0035
0.500 1.0033
0.382 1.0030
LOW 1.0020
0.618 1.0005
1.000 0.9995
1.618 0.9980
2.618 0.9955
4.250 0.9914
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 1.0033 1.0007
PP 1.0029 0.9992
S1 1.0026 0.9977

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

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