CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 1.0218 1.0186 -0.0032 -0.3% 1.0144
High 1.0233 1.0190 -0.0043 -0.4% 1.0215
Low 1.0218 1.0177 -0.0041 -0.4% 1.0144
Close 1.0241 1.0175 -0.0066 -0.6% 1.0204
Range 0.0015 0.0013 -0.0002 -13.3% 0.0071
ATR 0.0040 0.0042 0.0002 4.2% 0.0000
Volume 69 14 -55 -79.7% 198
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0220 1.0210 1.0182
R3 1.0207 1.0197 1.0179
R2 1.0194 1.0194 1.0177
R1 1.0184 1.0184 1.0176 1.0183
PP 1.0181 1.0181 1.0181 1.0180
S1 1.0171 1.0171 1.0174 1.0170
S2 1.0168 1.0168 1.0173
S3 1.0155 1.0158 1.0171
S4 1.0142 1.0145 1.0168
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0401 1.0373 1.0243
R3 1.0330 1.0302 1.0224
R2 1.0259 1.0259 1.0217
R1 1.0231 1.0231 1.0211 1.0245
PP 1.0188 1.0188 1.0188 1.0195
S1 1.0160 1.0160 1.0197 1.0174
S2 1.0117 1.0117 1.0191
S3 1.0046 1.0089 1.0184
S4 0.9975 1.0018 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0233 1.0177 0.0056 0.6% 0.0018 0.2% -4% False True 86
10 1.0233 1.0105 0.0128 1.3% 0.0026 0.3% 55% False False 60
20 1.0233 0.9952 0.0281 2.8% 0.0028 0.3% 79% False False 56
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0245
2.618 1.0224
1.618 1.0211
1.000 1.0203
0.618 1.0198
HIGH 1.0190
0.618 1.0185
0.500 1.0184
0.382 1.0182
LOW 1.0177
0.618 1.0169
1.000 1.0164
1.618 1.0156
2.618 1.0143
4.250 1.0122
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 1.0184 1.0205
PP 1.0181 1.0195
S1 1.0178 1.0185

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

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