CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 1.0177 1.0091 -0.0086 -0.8% 1.0231
High 1.0177 1.0114 -0.0063 -0.6% 1.0233
Low 0.9981 0.9994 0.0013 0.1% 1.0135
Close 1.0111 1.0013 -0.0098 -1.0% 1.0204
Range 0.0196 0.0120 -0.0076 -38.8% 0.0098
ATR 0.0053 0.0057 0.0005 9.2% 0.0000
Volume 7 37 30 428.6% 462
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0400 1.0327 1.0079
R3 1.0280 1.0207 1.0046
R2 1.0160 1.0160 1.0035
R1 1.0087 1.0087 1.0024 1.0064
PP 1.0040 1.0040 1.0040 1.0029
S1 0.9967 0.9967 1.0002 0.9944
S2 0.9920 0.9920 0.9991
S3 0.9800 0.9847 0.9980
S4 0.9680 0.9727 0.9947
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 1.0192 0.9981 0.0211 2.1% 0.0076 0.8% 15% False False 30
10 1.0233 0.9981 0.0252 2.5% 0.0047 0.5% 13% False False 63
20 1.0233 0.9973 0.0260 2.6% 0.0040 0.4% 15% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0624
2.618 1.0428
1.618 1.0308
1.000 1.0234
0.618 1.0188
HIGH 1.0114
0.618 1.0068
0.500 1.0054
0.382 1.0040
LOW 0.9994
0.618 0.9920
1.000 0.9874
1.618 0.9800
2.618 0.9680
4.250 0.9484
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 1.0054 1.0087
PP 1.0040 1.0062
S1 1.0027 1.0038

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

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