CME Canadian Dollar Future September 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 1.0407 1.0408 0.0001 0.0% 1.0344
High 1.0445 1.0434 -0.0011 -0.1% 1.0445
Low 1.0390 1.0403 0.0013 0.1% 1.0276
Close 1.0399 1.0407 0.0008 0.1% 1.0399
Range 0.0055 0.0031 -0.0024 -43.6% 0.0169
ATR 0.0064 0.0062 -0.0002 -3.2% 0.0000
Volume 106 217 111 104.7% 921
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0508 1.0488 1.0424
R3 1.0477 1.0457 1.0416
R2 1.0446 1.0446 1.0413
R1 1.0426 1.0426 1.0410 1.0421
PP 1.0415 1.0415 1.0415 1.0412
S1 1.0395 1.0395 1.0404 1.0390
S2 1.0384 1.0384 1.0401
S3 1.0353 1.0364 1.0398
S4 1.0322 1.0333 1.0390
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0880 1.0809 1.0492
R3 1.0711 1.0640 1.0445
R2 1.0542 1.0542 1.0430
R1 1.0471 1.0471 1.0414 1.0507
PP 1.0373 1.0373 1.0373 1.0391
S1 1.0302 1.0302 1.0384 1.0338
S2 1.0204 1.0204 1.0368
S3 1.0035 1.0133 1.0353
S4 0.9866 0.9964 1.0306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0445 1.0276 0.0169 1.6% 0.0056 0.5% 78% False False 202
10 1.0445 1.0198 0.0247 2.4% 0.0053 0.5% 85% False False 149
20 1.0445 0.9985 0.0460 4.4% 0.0068 0.7% 92% False False 139
40 1.0445 0.9985 0.0460 4.4% 0.0053 0.5% 92% False False 105
60 1.0445 0.9908 0.0537 5.2% 0.0042 0.4% 93% False False 81
80 1.0445 0.9740 0.0705 6.8% 0.0035 0.3% 95% False False 64
100 1.0445 0.9664 0.0781 7.5% 0.0032 0.3% 95% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0566
2.618 1.0515
1.618 1.0484
1.000 1.0465
0.618 1.0453
HIGH 1.0434
0.618 1.0422
0.500 1.0419
0.382 1.0415
LOW 1.0403
0.618 1.0384
1.000 1.0372
1.618 1.0353
2.618 1.0322
4.250 1.0271
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 1.0419 1.0404
PP 1.0415 1.0401
S1 1.0411 1.0398

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

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