CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 1.0434 1.0415 -0.0019 -0.2% 1.0304
High 1.0441 1.0454 0.0013 0.1% 1.0500
Low 1.0399 1.0411 0.0012 0.1% 1.0249
Close 1.0410 1.0423 0.0013 0.1% 1.0431
Range 0.0042 0.0043 0.0001 2.4% 0.0251
ATR 0.0062 0.0061 -0.0001 -2.1% 0.0000
Volume 73 17 -56 -76.7% 154
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0558 1.0534 1.0447
R3 1.0515 1.0491 1.0435
R2 1.0472 1.0472 1.0431
R1 1.0448 1.0448 1.0427 1.0460
PP 1.0429 1.0429 1.0429 1.0436
S1 1.0405 1.0405 1.0419 1.0417
S2 1.0386 1.0386 1.0415
S3 1.0343 1.0362 1.0411
S4 1.0300 1.0319 1.0399
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1146 1.1040 1.0569
R3 1.0895 1.0789 1.0500
R2 1.0644 1.0644 1.0477
R1 1.0538 1.0538 1.0454 1.0591
PP 1.0393 1.0393 1.0393 1.0420
S1 1.0287 1.0287 1.0408 1.0340
S2 1.0142 1.0142 1.0385
S3 0.9891 1.0036 1.0362
S4 0.9640 0.9785 1.0293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0500 1.0299 0.0201 1.9% 0.0062 0.6% 62% False False 44
10 1.0500 1.0249 0.0251 2.4% 0.0061 0.6% 69% False False 32
20 1.0500 1.0179 0.0321 3.1% 0.0049 0.5% 76% False False 42
40 1.0500 0.9981 0.0519 5.0% 0.0045 0.4% 85% False False 48
60 1.0500 0.9878 0.0622 6.0% 0.0042 0.4% 88% False False 51
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0637
2.618 1.0567
1.618 1.0524
1.000 1.0497
0.618 1.0481
HIGH 1.0454
0.618 1.0438
0.500 1.0433
0.382 1.0427
LOW 1.0411
0.618 1.0384
1.000 1.0368
1.618 1.0341
2.618 1.0298
4.250 1.0228
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 1.0433 1.0450
PP 1.0429 1.0441
S1 1.0426 1.0432

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

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