CME Canadian Dollar Future December 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	1.0318	1.0304	-0.0014	-0.1%	1.0393
High	1.0357	1.0304	-0.0053	-0.5%	1.0398
Low	1.0318	1.0249	-0.0069	-0.7%	1.0286
Close	1.0341	1.0302	-0.0039	-0.4%	1.0341
Range	0.0039	0.0055	0.0016	41.0%	0.0112
ATR	0.0056	0.0059	0.0003	4.6%	0.0000
Volume	31	21	-10	-32.3%	171

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0450	1.0431	1.0332
R3	1.0395	1.0376	1.0317
R2	1.0340	1.0340	1.0312
R1	1.0321	1.0321	1.0307	1.0303
PP	1.0285	1.0285	1.0285	1.0276
S1	1.0266	1.0266	1.0297	1.0248
S2	1.0230	1.0230	1.0292
S3	1.0175	1.0211	1.0287
S4	1.0120	1.0156	1.0272

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0678	1.0621	1.0403
R3	1.0566	1.0509	1.0372
R2	1.0454	1.0454	1.0362
R1	1.0397	1.0397	1.0351	1.0370
PP	1.0342	1.0342	1.0342	1.0328
S1	1.0285	1.0285	1.0331	1.0258
S2	1.0230	1.0230	1.0320
S3	1.0118	1.0173	1.0310
S4	1.0006	1.0061	1.0279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0368	1.0249	0.0119	1.2%	0.0059	0.6%	45%	False	True	20
10	1.0422	1.0249	0.0173	1.7%	0.0049	0.5%	31%	False	True	45
20	1.0422	1.0098	0.0324	3.1%	0.0040	0.4%	63%	False	False	47
40	1.0422	0.9973	0.0449	4.4%	0.0043	0.4%	73%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0538
2.618	1.0448
1.618	1.0393
1.000	1.0359
0.618	1.0338
HIGH	1.0304
0.618	1.0283
0.500	1.0277
0.382	1.0270
LOW	1.0249
0.618	1.0215
1.000	1.0194
1.618	1.0160
2.618	1.0105
4.250	1.0015

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	1.0294	1.0309
PP	1.0285	1.0306
S1	1.0277	1.0304

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols