CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 1.0360 1.0339 -0.0021 -0.2% 1.0308
High 1.0360 1.0356 -0.0004 0.0% 1.0422
Low 1.0300 1.0297 -0.0003 0.0% 1.0254
Close 1.0330 1.0315 -0.0015 -0.1% 1.0366
Range 0.0060 0.0059 -0.0001 -1.7% 0.0168
ATR 0.0055 0.0056 0.0000 0.5% 0.0000
Volume 4 32 28 700.0% 315
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0500 1.0466 1.0347
R3 1.0441 1.0407 1.0331
R2 1.0382 1.0382 1.0326
R1 1.0348 1.0348 1.0320 1.0336
PP 1.0323 1.0323 1.0323 1.0316
S1 1.0289 1.0289 1.0310 1.0277
S2 1.0264 1.0264 1.0304
S3 1.0205 1.0230 1.0299
S4 1.0146 1.0171 1.0283
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0851 1.0777 1.0458
R3 1.0683 1.0609 1.0412
R2 1.0515 1.0515 1.0397
R1 1.0441 1.0441 1.0381 1.0478
PP 1.0347 1.0347 1.0347 1.0366
S1 1.0273 1.0273 1.0351 1.0310
S2 1.0179 1.0179 1.0335
S3 1.0011 1.0105 1.0320
S4 0.9843 0.9937 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0422 1.0297 0.0125 1.2% 0.0045 0.4% 14% False True 38
10 1.0422 1.0222 0.0200 1.9% 0.0043 0.4% 47% False False 53
20 1.0422 1.0054 0.0368 3.6% 0.0040 0.4% 71% False False 47
40 1.0422 0.9973 0.0449 4.4% 0.0040 0.4% 76% False False 48
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0607
2.618 1.0510
1.618 1.0451
1.000 1.0415
0.618 1.0392
HIGH 1.0356
0.618 1.0333
0.500 1.0327
0.382 1.0320
LOW 1.0297
0.618 1.0261
1.000 1.0238
1.618 1.0202
2.618 1.0143
4.250 1.0046
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 1.0327 1.0348
PP 1.0323 1.0337
S1 1.0319 1.0326

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

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