CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 1.0117 1.0110 -0.0007 -0.1% 1.0092
High 1.0128 1.0110 -0.0018 -0.2% 1.0128
Low 1.0090 1.0033 -0.0057 -0.6% 1.0045
Close 1.0080 1.0045 -0.0035 -0.3% 1.0080
Range 0.0038 0.0077 0.0039 102.6% 0.0083
ATR 0.0039 0.0042 0.0003 7.0% 0.0000
Volume 16 10 -6 -37.5% 65
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0294 1.0246 1.0087
R3 1.0217 1.0169 1.0066
R2 1.0140 1.0140 1.0059
R1 1.0092 1.0092 1.0052 1.0078
PP 1.0063 1.0063 1.0063 1.0055
S1 1.0015 1.0015 1.0038 1.0001
S2 0.9986 0.9986 1.0031
S3 0.9909 0.9938 1.0024
S4 0.9832 0.9861 1.0003
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 1.0033 0.0095 0.9% 0.0033 0.3% 13% False True 12
10 1.0128 0.9981 0.0147 1.5% 0.0032 0.3% 44% False False 14
20 1.0128 0.9908 0.0220 2.2% 0.0025 0.2% 62% False False 24
40 1.0128 0.9861 0.0267 2.7% 0.0019 0.2% 69% False False 21
60 1.0128 0.9676 0.0452 4.5% 0.0020 0.2% 82% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 1.0437
2.618 1.0312
1.618 1.0235
1.000 1.0187
0.618 1.0158
HIGH 1.0110
0.618 1.0081
0.500 1.0072
0.382 1.0062
LOW 1.0033
0.618 0.9985
1.000 0.9956
1.618 0.9908
2.618 0.9831
4.250 0.9706
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 1.0072 1.0081
PP 1.0063 1.0069
S1 1.0054 1.0057

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

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