CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.0094 1.0175 0.0081 0.8% 1.0192
High 1.0183 1.0175 -0.0008 -0.1% 1.0192
Low 1.0094 1.0131 0.0037 0.4% 0.9981
Close 1.0149 1.0140 -0.0009 -0.1% 1.0073
Range 0.0089 0.0044 -0.0045 -50.6% 0.0211
ATR 0.0063 0.0062 -0.0001 -2.2% 0.0000
Volume 28 61 33 117.9% 111
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0281 1.0254 1.0164
R3 1.0237 1.0210 1.0152
R2 1.0193 1.0193 1.0148
R1 1.0166 1.0166 1.0144 1.0158
PP 1.0149 1.0149 1.0149 1.0144
S1 1.0122 1.0122 1.0136 1.0114
S2 1.0105 1.0105 1.0132
S3 1.0061 1.0078 1.0128
S4 1.0017 1.0034 1.0116
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0715 1.0605 1.0189
R3 1.0504 1.0394 1.0131
R2 1.0293 1.0293 1.0112
R1 1.0183 1.0183 1.0092 1.0133
PP 1.0082 1.0082 1.0082 1.0057
S1 0.9972 0.9972 1.0054 0.9922
S2 0.9871 0.9871 1.0034
S3 0.9660 0.9761 1.0015
S4 0.9449 0.9550 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0183 0.9994 0.0189 1.9% 0.0067 0.7% 77% False False 33
10 1.0233 0.9981 0.0252 2.5% 0.0061 0.6% 63% False False 35
20 1.0233 0.9973 0.0260 2.6% 0.0045 0.4% 64% False False 47
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0362
2.618 1.0290
1.618 1.0246
1.000 1.0219
0.618 1.0202
HIGH 1.0175
0.618 1.0158
0.500 1.0153
0.382 1.0148
LOW 1.0131
0.618 1.0104
1.000 1.0087
1.618 1.0060
2.618 1.0016
4.250 0.9944
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.0153 1.0138
PP 1.0149 1.0136
S1 1.0144 1.0134

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

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