CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 1.0144 1.0175 0.0031 0.3% 1.0045
High 1.0204 1.0175 -0.0029 -0.3% 1.0150
Low 1.0144 1.0166 0.0022 0.2% 0.9973
Close 1.0210 1.0174 -0.0036 -0.4% 1.0143
Range 0.0060 0.0009 -0.0051 -85.0% 0.0177
ATR 0.0049 0.0048 0.0000 -0.7% 0.0000
Volume 44 33 -11 -25.0% 103
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0199 1.0195 1.0179
R3 1.0190 1.0186 1.0176
R2 1.0181 1.0181 1.0176
R1 1.0177 1.0177 1.0175 1.0175
PP 1.0172 1.0172 1.0172 1.0170
S1 1.0168 1.0168 1.0173 1.0166
S2 1.0163 1.0163 1.0172
S3 1.0154 1.0159 1.0172
S4 1.0145 1.0150 1.0169
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.0620 1.0558 1.0240
R3 1.0443 1.0381 1.0192
R2 1.0266 1.0266 1.0175
R1 1.0204 1.0204 1.0159 1.0235
PP 1.0089 1.0089 1.0089 1.0104
S1 1.0027 1.0027 1.0127 1.0058
S2 0.9912 0.9912 1.0111
S3 0.9735 0.9850 1.0094
S4 0.9558 0.9673 1.0046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0204 0.9973 0.0231 2.3% 0.0032 0.3% 87% False False 34
10 1.0204 0.9973 0.0231 2.3% 0.0030 0.3% 87% False False 47
20 1.0204 0.9939 0.0265 2.6% 0.0032 0.3% 89% False False 57
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0213
2.618 1.0199
1.618 1.0190
1.000 1.0184
0.618 1.0181
HIGH 1.0175
0.618 1.0172
0.500 1.0171
0.382 1.0169
LOW 1.0166
0.618 1.0160
1.000 1.0157
1.618 1.0151
2.618 1.0142
4.250 1.0128
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 1.0173 1.0168
PP 1.0172 1.0161
S1 1.0171 1.0155

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

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