CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 1.0015 1.0092 0.0077 0.8% 1.0050
High 1.0060 1.0092 0.0032 0.3% 1.0060
Low 1.0015 1.0062 0.0047 0.5% 0.9981
Close 1.0071 1.0050 -0.0021 -0.2% 1.0071
Range 0.0045 0.0030 -0.0015 -33.3% 0.0079
ATR 0.0043 0.0042 -0.0001 -2.1% 0.0000
Volume 7 11 4 57.1% 139
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0158 1.0134 1.0067
R3 1.0128 1.0104 1.0058
R2 1.0098 1.0098 1.0056
R1 1.0074 1.0074 1.0053 1.0071
PP 1.0068 1.0068 1.0068 1.0067
S1 1.0044 1.0044 1.0047 1.0041
S2 1.0038 1.0038 1.0045
S3 1.0008 1.0014 1.0042
S4 0.9978 0.9984 1.0034
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0274 1.0252 1.0114
R3 1.0195 1.0173 1.0093
R2 1.0116 1.0116 1.0085
R1 1.0094 1.0094 1.0078 1.0105
PP 1.0037 1.0037 1.0037 1.0043
S1 1.0015 1.0015 1.0064 1.0026
S2 0.9958 0.9958 1.0057
S3 0.9879 0.9936 1.0049
S4 0.9800 0.9857 1.0028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0092 0.9981 0.0111 1.1% 0.0031 0.3% 62% True False 16
10 1.0100 0.9981 0.0119 1.2% 0.0028 0.3% 58% False False 37
20 1.0100 0.9908 0.0192 1.9% 0.0022 0.2% 74% False False 32
40 1.0100 0.9740 0.0360 3.6% 0.0018 0.2% 86% False False 23
60 1.0100 0.9676 0.0424 4.2% 0.0018 0.2% 88% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0220
2.618 1.0171
1.618 1.0141
1.000 1.0122
0.618 1.0111
HIGH 1.0092
0.618 1.0081
0.500 1.0077
0.382 1.0073
LOW 1.0062
0.618 1.0043
1.000 1.0032
1.618 1.0013
2.618 0.9983
4.250 0.9935
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1.0077 1.0047
PP 1.0068 1.0044
S1 1.0059 1.0041

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

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