CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 1.0092 1.0076 -0.0016 -0.2% 1.0050
High 1.0092 1.0077 -0.0015 -0.1% 1.0060
Low 1.0062 1.0045 -0.0017 -0.2% 0.9981
Close 1.0050 1.0055 0.0005 0.0% 1.0071
Range 0.0030 0.0032 0.0002 6.7% 0.0079
ATR 0.0042 0.0041 -0.0001 -1.7% 0.0000
Volume 11 11 0 0.0% 139
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0155 1.0137 1.0073
R3 1.0123 1.0105 1.0064
R2 1.0091 1.0091 1.0061
R1 1.0073 1.0073 1.0058 1.0066
PP 1.0059 1.0059 1.0059 1.0056
S1 1.0041 1.0041 1.0052 1.0034
S2 1.0027 1.0027 1.0049
S3 0.9995 1.0009 1.0046
S4 0.9963 0.9977 1.0037
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 0.9990 0.0102 1.0% 0.0029 0.3% 64% False False 16
10 1.0100 0.9981 0.0119 1.2% 0.0029 0.3% 62% False False 37
20 1.0100 0.9908 0.0192 1.9% 0.0023 0.2% 77% False False 32
40 1.0100 0.9740 0.0360 3.6% 0.0018 0.2% 88% False False 23
60 1.0100 0.9676 0.0424 4.2% 0.0018 0.2% 89% 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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0161
1.618 1.0129
1.000 1.0109
0.618 1.0097
HIGH 1.0077
0.618 1.0065
0.500 1.0061
0.382 1.0057
LOW 1.0045
0.618 1.0025
1.000 1.0013
1.618 0.9993
2.618 0.9961
4.250 0.9909
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 1.0061 1.0055
PP 1.0059 1.0054
S1 1.0057 1.0054

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

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