CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 1.0175 1.0120 -0.0055 -0.5% 1.0192
High 1.0175 1.0120 -0.0055 -0.5% 1.0192
Low 1.0131 1.0098 -0.0033 -0.3% 0.9981
Close 1.0140 1.0129 -0.0011 -0.1% 1.0073
Range 0.0044 0.0022 -0.0022 -50.0% 0.0211
ATR 0.0062 0.0060 -0.0001 -2.3% 0.0000
Volume 61 16 -45 -73.8% 111
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0182 1.0177 1.0141
R3 1.0160 1.0155 1.0135
R2 1.0138 1.0138 1.0133
R1 1.0133 1.0133 1.0131 1.0136
PP 1.0116 1.0116 1.0116 1.0117
S1 1.0111 1.0111 1.0127 1.0114
S2 1.0094 1.0094 1.0125
S3 1.0072 1.0089 1.0123
S4 1.0050 1.0067 1.0117
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 1.0054 0.0129 1.3% 0.0048 0.5% 58% False False 29
10 1.0192 0.9981 0.0211 2.1% 0.0062 0.6% 70% False False 29
20 1.0233 0.9981 0.0252 2.5% 0.0044 0.4% 59% False False 45
40 1.0233 0.9878 0.0355 3.5% 0.0039 0.4% 71% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0214
2.618 1.0178
1.618 1.0156
1.000 1.0142
0.618 1.0134
HIGH 1.0120
0.618 1.0112
0.500 1.0109
0.382 1.0106
LOW 1.0098
0.618 1.0084
1.000 1.0076
1.618 1.0062
2.618 1.0040
4.250 1.0005
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 1.0122 1.0139
PP 1.0116 1.0135
S1 1.0109 1.0132

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

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