CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 1.0173 1.0185 0.0012 0.1% 1.0094
High 1.0184 1.0185 0.0001 0.0% 1.0184
Low 1.0129 1.0178 0.0049 0.5% 1.0094
Close 1.0125 1.0179 0.0054 0.5% 1.0125
Range 0.0055 0.0007 -0.0048 -87.3% 0.0090
ATR 0.0060 0.0060 0.0000 0.0% 0.0000
Volume 36 38 2 5.6% 309
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0202 1.0197 1.0183
R3 1.0195 1.0190 1.0181
R2 1.0188 1.0188 1.0180
R1 1.0183 1.0183 1.0180 1.0182
PP 1.0181 1.0181 1.0181 1.0180
S1 1.0176 1.0176 1.0178 1.0175
S2 1.0174 1.0174 1.0178
S3 1.0167 1.0169 1.0177
S4 1.0160 1.0162 1.0175
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0404 1.0355 1.0175
R3 1.0314 1.0265 1.0150
R2 1.0224 1.0224 1.0142
R1 1.0175 1.0175 1.0133 1.0200
PP 1.0134 1.0134 1.0134 1.0147
S1 1.0085 1.0085 1.0117 1.0110
S2 1.0044 1.0044 1.0109
S3 0.9954 0.9995 1.0100
S4 0.9864 0.9905 1.0076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0185 1.0098 0.0087 0.9% 0.0028 0.3% 93% True False 63
10 1.0185 0.9981 0.0204 2.0% 0.0063 0.6% 97% True False 43
20 1.0233 0.9981 0.0252 2.5% 0.0042 0.4% 79% False False 53
40 1.0233 0.9878 0.0355 3.5% 0.0038 0.4% 85% False False 56
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0215
2.618 1.0203
1.618 1.0196
1.000 1.0192
0.618 1.0189
HIGH 1.0185
0.618 1.0182
0.500 1.0182
0.382 1.0181
LOW 1.0178
0.618 1.0174
1.000 1.0171
1.618 1.0167
2.618 1.0160
4.250 1.0148
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 1.0182 1.0172
PP 1.0181 1.0164
S1 1.0180 1.0157

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

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