CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 1.0192 1.0177 -0.0015 -0.1% 1.0231
High 1.0192 1.0177 -0.0015 -0.1% 1.0233
Low 1.0174 0.9981 -0.0193 -1.9% 1.0135
Close 1.0183 1.0111 -0.0072 -0.7% 1.0204
Range 0.0018 0.0196 0.0178 988.9% 0.0098
ATR 0.0041 0.0053 0.0011 28.0% 0.0000
Volume 26 7 -19 -73.1% 462
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0678 1.0590 1.0219
R3 1.0482 1.0394 1.0165
R2 1.0286 1.0286 1.0147
R1 1.0198 1.0198 1.0129 1.0144
PP 1.0090 1.0090 1.0090 1.0063
S1 1.0002 1.0002 1.0093 0.9948
S2 0.9894 0.9894 1.0075
S3 0.9698 0.9806 1.0057
S4 0.9502 0.9610 1.0003
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 0.9981 0.0252 2.5% 0.0055 0.5% 52% False True 36
10 1.0233 0.9981 0.0252 2.5% 0.0040 0.4% 52% False True 61
20 1.0233 0.9973 0.0260 2.6% 0.0035 0.3% 53% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 35 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0690
1.618 1.0494
1.000 1.0373
0.618 1.0298
HIGH 1.0177
0.618 1.0102
0.500 1.0079
0.382 1.0056
LOW 0.9981
0.618 0.9860
1.000 0.9785
1.618 0.9664
2.618 0.9468
4.250 0.9148
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 1.0100 1.0103
PP 1.0090 1.0095
S1 1.0079 1.0087

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

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