CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.0134 1.0100 -0.0034 -0.3% 1.0260
High 1.0158 1.0164 0.0006 0.1% 1.0265
Low 1.0130 1.0100 -0.0030 -0.3% 1.0100
Close 1.0167 1.0154 -0.0013 -0.1% 1.0154
Range 0.0028 0.0064 0.0036 128.6% 0.0165
ATR 0.0052 0.0053 0.0001 2.0% 0.0000
Volume 11 6 -5 -45.5% 32
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0331 1.0307 1.0189
R3 1.0267 1.0243 1.0172
R2 1.0203 1.0203 1.0166
R1 1.0179 1.0179 1.0160 1.0191
PP 1.0139 1.0139 1.0139 1.0146
S1 1.0115 1.0115 1.0148 1.0127
S2 1.0075 1.0075 1.0142
S3 1.0011 1.0051 1.0136
S4 0.9947 0.9987 1.0119
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0668 1.0576 1.0245
R3 1.0503 1.0411 1.0199
R2 1.0338 1.0338 1.0184
R1 1.0246 1.0246 1.0169 1.0210
PP 1.0173 1.0173 1.0173 1.0155
S1 1.0081 1.0081 1.0139 1.0045
S2 1.0008 1.0008 1.0124
S3 0.9843 0.9916 1.0109
S4 0.9678 0.9751 1.0063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0100 0.0165 1.6% 0.0019 0.2% 33% False True 14
10 1.0265 1.0100 0.0165 1.6% 0.0018 0.2% 33% False True 15
20 1.0380 1.0100 0.0280 2.8% 0.0030 0.3% 19% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0436
2.618 1.0332
1.618 1.0268
1.000 1.0228
0.618 1.0204
HIGH 1.0164
0.618 1.0140
0.500 1.0132
0.382 1.0124
LOW 1.0100
0.618 1.0060
1.000 1.0036
1.618 0.9996
2.618 0.9932
4.250 0.9828
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.0147 1.0151
PP 1.0139 1.0148
S1 1.0132 1.0145

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

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