CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 1.0343 1.0340 -0.0003 0.0% 1.0185
High 1.0371 1.0379 0.0008 0.1% 1.0313
Low 1.0343 1.0340 -0.0003 0.0% 1.0178
Close 1.0350 1.0353 0.0003 0.0% 1.0294
Range 0.0028 0.0039 0.0011 39.3% 0.0135
ATR 0.0056 0.0055 -0.0001 -2.1% 0.0000
Volume 33 32 -1 -3.0% 154
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0474 1.0453 1.0374
R3 1.0435 1.0414 1.0364
R2 1.0396 1.0396 1.0360
R1 1.0375 1.0375 1.0357 1.0386
PP 1.0357 1.0357 1.0357 1.0363
S1 1.0336 1.0336 1.0349 1.0347
S2 1.0318 1.0318 1.0346
S3 1.0279 1.0297 1.0342
S4 1.0240 1.0258 1.0332
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 1.0379 1.0254 0.0125 1.2% 0.0042 0.4% 79% True False 61
10 1.0379 1.0129 0.0250 2.4% 0.0036 0.3% 90% True False 47
20 1.0379 0.9981 0.0398 3.8% 0.0049 0.5% 93% True False 46
40 1.0379 0.9952 0.0427 4.1% 0.0038 0.4% 94% True False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0545
2.618 1.0481
1.618 1.0442
1.000 1.0418
0.618 1.0403
HIGH 1.0379
0.618 1.0364
0.500 1.0360
0.382 1.0355
LOW 1.0340
0.618 1.0316
1.000 1.0301
1.618 1.0277
2.618 1.0238
4.250 1.0174
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 1.0360 1.0341
PP 1.0357 1.0329
S1 1.0355 1.0317

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

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