CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 1.0304 1.0299 -0.0005 0.0% 1.0393
High 1.0304 1.0392 0.0088 0.9% 1.0398
Low 1.0249 1.0299 0.0050 0.5% 1.0286
Close 1.0302 1.0380 0.0078 0.8% 1.0341
Range 0.0055 0.0093 0.0038 69.1% 0.0112
ATR 0.0059 0.0061 0.0002 4.2% 0.0000
Volume 21 41 20 95.2% 171
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0636 1.0601 1.0431
R3 1.0543 1.0508 1.0406
R2 1.0450 1.0450 1.0397
R1 1.0415 1.0415 1.0389 1.0433
PP 1.0357 1.0357 1.0357 1.0366
S1 1.0322 1.0322 1.0371 1.0340
S2 1.0264 1.0264 1.0363
S3 1.0171 1.0229 1.0354
S4 1.0078 1.0136 1.0329
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 1.0392 1.0249 0.0143 1.4% 0.0066 0.6% 92% True False 27
10 1.0422 1.0249 0.0173 1.7% 0.0052 0.5% 76% False False 33
20 1.0422 1.0098 0.0324 3.1% 0.0043 0.4% 87% False False 46
40 1.0422 0.9973 0.0449 4.3% 0.0044 0.4% 91% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0787
2.618 1.0635
1.618 1.0542
1.000 1.0485
0.618 1.0449
HIGH 1.0392
0.618 1.0356
0.500 1.0346
0.382 1.0335
LOW 1.0299
0.618 1.0242
1.000 1.0206
1.618 1.0149
2.618 1.0056
4.250 0.9904
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 1.0369 1.0360
PP 1.0357 1.0340
S1 1.0346 1.0321

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

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