CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 1.0255 1.0343 0.0088 0.9% 1.0185
High 1.0313 1.0371 0.0058 0.6% 1.0313
Low 1.0255 1.0343 0.0088 0.9% 1.0178
Close 1.0309 1.0350 0.0041 0.4% 1.0294
Range 0.0058 0.0028 -0.0030 -51.7% 0.0135
ATR 0.0055 0.0056 0.0000 0.9% 0.0000
Volume 160 33 -127 -79.4% 154
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0439 1.0422 1.0365
R3 1.0411 1.0394 1.0358
R2 1.0383 1.0383 1.0355
R1 1.0366 1.0366 1.0353 1.0375
PP 1.0355 1.0355 1.0355 1.0359
S1 1.0338 1.0338 1.0347 1.0347
S2 1.0327 1.0327 1.0345
S3 1.0299 1.0310 1.0342
S4 1.0271 1.0282 1.0335
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0667 1.0615 1.0368
R3 1.0532 1.0480 1.0331
R2 1.0397 1.0397 1.0319
R1 1.0345 1.0345 1.0306 1.0371
PP 1.0262 1.0262 1.0262 1.0275
S1 1.0210 1.0210 1.0282 1.0236
S2 1.0127 1.0127 1.0269
S3 0.9992 1.0075 1.0257
S4 0.9857 0.9940 1.0220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0371 1.0222 0.0149 1.4% 0.0040 0.4% 86% True False 68
10 1.0371 1.0129 0.0242 2.3% 0.0033 0.3% 91% True False 60
20 1.0371 0.9981 0.0390 3.8% 0.0048 0.5% 95% True False 45
40 1.0371 0.9952 0.0419 4.0% 0.0038 0.4% 95% True False 51
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0490
2.618 1.0444
1.618 1.0416
1.000 1.0399
0.618 1.0388
HIGH 1.0371
0.618 1.0360
0.500 1.0357
0.382 1.0354
LOW 1.0343
0.618 1.0326
1.000 1.0315
1.618 1.0298
2.618 1.0270
4.250 1.0224
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 1.0357 1.0338
PP 1.0355 1.0325
S1 1.0352 1.0313

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

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