CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 1.0050 1.0025 -0.0025 -0.2% 0.9927
High 1.0050 1.0025 -0.0025 -0.2% 1.0100
Low 1.0040 0.9981 -0.0059 -0.6% 0.9908
Close 1.0042 0.9985 -0.0057 -0.6% 1.0064
Range 0.0010 0.0044 0.0034 340.0% 0.0192
ATR 0.0042 0.0044 0.0001 3.2% 0.0000
Volume 66 12 -54 -81.8% 224
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0129 1.0101 1.0009
R3 1.0085 1.0057 0.9997
R2 1.0041 1.0041 0.9993
R1 1.0013 1.0013 0.9989 1.0005
PP 0.9997 0.9997 0.9997 0.9993
S1 0.9969 0.9969 0.9981 0.9961
S2 0.9953 0.9953 0.9977
S3 0.9909 0.9925 0.9973
S4 0.9865 0.9881 0.9961
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0600 1.0524 1.0170
R3 1.0408 1.0332 1.0117
R2 1.0216 1.0216 1.0099
R1 1.0140 1.0140 1.0082 1.0178
PP 1.0024 1.0024 1.0024 1.0043
S1 0.9948 0.9948 1.0046 0.9986
S2 0.9832 0.9832 1.0029
S3 0.9640 0.9756 1.0011
S4 0.9448 0.9564 0.9958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0100 0.9981 0.0119 1.2% 0.0028 0.3% 3% False True 58
10 1.0100 0.9908 0.0192 1.9% 0.0020 0.2% 40% False False 34
20 1.0100 0.9908 0.0192 1.9% 0.0018 0.2% 40% False False 29
40 1.0100 0.9740 0.0360 3.6% 0.0019 0.2% 68% False False 29
60 1.0100 0.9664 0.0436 4.4% 0.0017 0.2% 74% False False 31
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 1.0212
2.618 1.0140
1.618 1.0096
1.000 1.0069
0.618 1.0052
HIGH 1.0025
0.618 1.0008
0.500 1.0003
0.382 0.9998
LOW 0.9981
0.618 0.9954
1.000 0.9937
1.618 0.9910
2.618 0.9866
4.250 0.9794
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 1.0003 1.0041
PP 0.9997 1.0022
S1 0.9991 1.0004

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

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