CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.0186 1.0170 -0.0016 -0.2% 1.0231
High 1.0190 1.0170 -0.0020 -0.2% 1.0233
Low 1.0177 1.0135 -0.0042 -0.4% 1.0135
Close 1.0175 1.0204 0.0029 0.3% 1.0204
Range 0.0013 0.0035 0.0022 169.2% 0.0098
ATR 0.0042 0.0042 0.0000 -0.4% 0.0000
Volume 14 67 53 378.6% 462
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0275 1.0274 1.0223
R3 1.0240 1.0239 1.0214
R2 1.0205 1.0205 1.0210
R1 1.0204 1.0204 1.0207 1.0205
PP 1.0170 1.0170 1.0170 1.0170
S1 1.0169 1.0169 1.0201 1.0170
S2 1.0135 1.0135 1.0198
S3 1.0100 1.0134 1.0194
S4 1.0065 1.0099 1.0185
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0485 1.0442 1.0258
R3 1.0387 1.0344 1.0231
R2 1.0289 1.0289 1.0222
R1 1.0246 1.0246 1.0213 1.0219
PP 1.0191 1.0191 1.0191 1.0177
S1 1.0148 1.0148 1.0195 1.0121
S2 1.0093 1.0093 1.0186
S3 0.9995 1.0050 1.0177
S4 0.9897 0.9952 1.0150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0233 1.0135 0.0098 1.0% 0.0022 0.2% 70% False True 92
10 1.0233 1.0135 0.0098 1.0% 0.0025 0.2% 70% False True 66
20 1.0233 0.9973 0.0260 2.5% 0.0029 0.3% 89% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0319
2.618 1.0262
1.618 1.0227
1.000 1.0205
0.618 1.0192
HIGH 1.0170
0.618 1.0157
0.500 1.0153
0.382 1.0148
LOW 1.0135
0.618 1.0113
1.000 1.0100
1.618 1.0078
2.618 1.0043
4.250 0.9986
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.0187 1.0197
PP 1.0170 1.0191
S1 1.0153 1.0184

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

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