CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 1.0025 0.9994 -0.0031 -0.3% 0.9927
High 1.0025 1.0024 -0.0001 0.0% 1.0100
Low 0.9981 0.9994 0.0013 0.1% 0.9908
Close 0.9985 0.9996 0.0011 0.1% 1.0064
Range 0.0044 0.0030 -0.0014 -31.8% 0.0192
ATR 0.0044 0.0043 0.0000 -0.7% 0.0000
Volume 12 10 -2 -16.7% 224
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0095 1.0075 1.0013
R3 1.0065 1.0045 1.0004
R2 1.0035 1.0035 1.0002
R1 1.0015 1.0015 0.9999 1.0025
PP 1.0005 1.0005 1.0005 1.0010
S1 0.9985 0.9985 0.9993 0.9995
S2 0.9975 0.9975 0.9991
S3 0.9945 0.9955 0.9988
S4 0.9915 0.9925 0.9980
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% 0.0033 0.3% 13% False False 49
10 1.0100 0.9908 0.0192 1.9% 0.0022 0.2% 46% False False 33
20 1.0100 0.9908 0.0192 1.9% 0.0019 0.2% 46% False False 30
40 1.0100 0.9740 0.0360 3.6% 0.0018 0.2% 71% False False 24
60 1.0100 0.9664 0.0436 4.4% 0.0017 0.2% 76% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0152
2.618 1.0103
1.618 1.0073
1.000 1.0054
0.618 1.0043
HIGH 1.0024
0.618 1.0013
0.500 1.0009
0.382 1.0005
LOW 0.9994
0.618 0.9975
1.000 0.9964
1.618 0.9945
2.618 0.9915
4.250 0.9867
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 1.0009 1.0016
PP 1.0005 1.0009
S1 1.0000 1.0003

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

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