CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 1.0091 1.0063 -0.0028 -0.3% 1.0231
High 1.0114 1.0098 -0.0016 -0.2% 1.0233
Low 0.9994 1.0054 0.0060 0.6% 1.0135
Close 1.0013 1.0061 0.0048 0.5% 1.0204
Range 0.0120 0.0044 -0.0076 -63.3% 0.0098
ATR 0.0057 0.0059 0.0002 3.4% 0.0000
Volume 37 19 -18 -48.6% 462
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0203 1.0176 1.0085
R3 1.0159 1.0132 1.0073
R2 1.0115 1.0115 1.0069
R1 1.0088 1.0088 1.0065 1.0080
PP 1.0071 1.0071 1.0071 1.0067
S1 1.0044 1.0044 1.0057 1.0036
S2 1.0027 1.0027 1.0053
S3 0.9983 1.0000 1.0049
S4 0.9939 0.9956 1.0037
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% 0.0083 0.8% 38% False False 31
10 1.0233 0.9981 0.0252 2.5% 0.0050 0.5% 32% False False 58
20 1.0233 0.9973 0.0260 2.6% 0.0041 0.4% 34% False False 45
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0285
2.618 1.0213
1.618 1.0169
1.000 1.0142
0.618 1.0125
HIGH 1.0098
0.618 1.0081
0.500 1.0076
0.382 1.0071
LOW 1.0054
0.618 1.0027
1.000 1.0010
1.618 0.9983
2.618 0.9939
4.250 0.9867
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 1.0076 1.0079
PP 1.0071 1.0073
S1 1.0066 1.0067

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

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