CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 1.0105 1.0117 0.0012 0.1% 1.0092
High 1.0109 1.0128 0.0019 0.2% 1.0128
Low 1.0101 1.0090 -0.0011 -0.1% 1.0045
Close 1.0100 1.0080 -0.0020 -0.2% 1.0080
Range 0.0008 0.0038 0.0030 375.0% 0.0083
ATR 0.0039 0.0039 0.0000 -0.2% 0.0000
Volume 3 16 13 433.3% 65
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0213 1.0185 1.0101
R3 1.0175 1.0147 1.0090
R2 1.0137 1.0137 1.0087
R1 1.0109 1.0109 1.0083 1.0104
PP 1.0099 1.0099 1.0099 1.0097
S1 1.0071 1.0071 1.0077 1.0066
S2 1.0061 1.0061 1.0073
S3 1.0023 1.0033 1.0070
S4 0.9985 0.9995 1.0059
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0333 1.0290 1.0126
R3 1.0250 1.0207 1.0103
R2 1.0167 1.0167 1.0095
R1 1.0124 1.0124 1.0088 1.0104
PP 1.0084 1.0084 1.0084 1.0075
S1 1.0041 1.0041 1.0072 1.0021
S2 1.0001 1.0001 1.0065
S3 0.9918 0.9958 1.0057
S4 0.9835 0.9875 1.0034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0128 1.0045 0.0083 0.8% 0.0024 0.2% 42% True False 13
10 1.0128 0.9981 0.0147 1.5% 0.0026 0.3% 67% True False 20
20 1.0128 0.9908 0.0220 2.2% 0.0021 0.2% 78% True False 24
40 1.0128 0.9798 0.0330 3.3% 0.0019 0.2% 85% True False 22
60 1.0128 0.9676 0.0452 4.5% 0.0019 0.2% 89% True False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0290
2.618 1.0227
1.618 1.0189
1.000 1.0166
0.618 1.0151
HIGH 1.0128
0.618 1.0113
0.500 1.0109
0.382 1.0105
LOW 1.0090
0.618 1.0067
1.000 1.0052
1.618 1.0029
2.618 0.9991
4.250 0.9929
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 1.0109 1.0103
PP 1.0099 1.0095
S1 1.0090 1.0088

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

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