CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 0.9994 0.9997 0.0003 0.0% 0.9927
High 1.0024 0.9997 -0.0027 -0.3% 1.0100
Low 0.9994 0.9990 -0.0004 0.0% 0.9908
Close 0.9996 0.9988 -0.0008 -0.1% 1.0064
Range 0.0030 0.0007 -0.0023 -76.7% 0.0192
ATR 0.0043 0.0041 -0.0003 -6.0% 0.0000
Volume 10 44 34 340.0% 224
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0013 1.0007 0.9992
R3 1.0006 1.0000 0.9990
R2 0.9999 0.9999 0.9989
R1 0.9993 0.9993 0.9989 0.9993
PP 0.9992 0.9992 0.9992 0.9991
S1 0.9986 0.9986 0.9987 0.9986
S2 0.9985 0.9985 0.9987
S3 0.9978 0.9979 0.9986
S4 0.9971 0.9972 0.9984
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% 0.0030 0.3% 6% False False 48
10 1.0100 0.9908 0.0192 1.9% 0.0023 0.2% 42% False False 35
20 1.0100 0.9908 0.0192 1.9% 0.0019 0.2% 42% False False 32
40 1.0100 0.9740 0.0360 3.6% 0.0017 0.2% 69% False False 23
60 1.0100 0.9664 0.0436 4.4% 0.0017 0.2% 74% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0000
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 1.0015
1.618 1.0008
1.000 1.0004
0.618 1.0001
HIGH 0.9997
0.618 0.9994
0.500 0.9994
0.382 0.9993
LOW 0.9990
0.618 0.9986
1.000 0.9983
1.618 0.9979
2.618 0.9972
4.250 0.9960
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 0.9994 1.0003
PP 0.9992 0.9998
S1 0.9990 0.9993

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

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