CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.0204 1.0187 -0.0017 -0.2% 1.0140
High 1.0208 1.0218 0.0010 0.1% 1.0232
Low 1.0137 1.0185 0.0048 0.5% 1.0121
Close 1.0150 1.0204 0.0054 0.5% 1.0150
Range 0.0071 0.0033 -0.0038 -53.5% 0.0111
ATR 0.0070 0.0070 0.0000 -0.2% 0.0000
Volume 120 102 -18 -15.0% 415
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0301 1.0286 1.0222
R3 1.0268 1.0253 1.0213
R2 1.0235 1.0235 1.0210
R1 1.0220 1.0220 1.0207 1.0228
PP 1.0202 1.0202 1.0202 1.0206
S1 1.0187 1.0187 1.0201 1.0195
S2 1.0169 1.0169 1.0198
S3 1.0136 1.0154 1.0195
S4 1.0103 1.0121 1.0186
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0501 1.0436 1.0211
R3 1.0390 1.0325 1.0181
R2 1.0279 1.0279 1.0170
R1 1.0214 1.0214 1.0160 1.0247
PP 1.0168 1.0168 1.0168 1.0184
S1 1.0103 1.0103 1.0140 1.0136
S2 1.0057 1.0057 1.0130
S3 0.9946 0.9992 1.0119
S4 0.9835 0.9881 1.0089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0232 1.0121 0.0111 1.1% 0.0054 0.5% 75% False False 89
10 1.0232 0.9985 0.0247 2.4% 0.0083 0.8% 89% False False 129
20 1.0285 0.9985 0.0300 2.9% 0.0066 0.6% 73% False False 126
40 1.0285 0.9908 0.0377 3.7% 0.0046 0.5% 79% False False 77
60 1.0285 0.9908 0.0377 3.7% 0.0035 0.3% 79% False False 58
80 1.0285 0.9740 0.0545 5.3% 0.0032 0.3% 85% False False 53
100 1.0285 0.9664 0.0621 6.1% 0.0028 0.3% 87% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0358
2.618 1.0304
1.618 1.0271
1.000 1.0251
0.618 1.0238
HIGH 1.0218
0.618 1.0205
0.500 1.0202
0.382 1.0198
LOW 1.0185
0.618 1.0165
1.000 1.0152
1.618 1.0132
2.618 1.0099
4.250 1.0045
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.0203 1.0198
PP 1.0202 1.0191
S1 1.0202 1.0185

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

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