CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 1.0140 1.0194 0.0054 0.5% 1.0260
High 1.0140 1.0194 0.0054 0.5% 1.0265
Low 1.0132 1.0194 0.0062 0.6% 1.0100
Close 1.0117 1.0194 0.0077 0.8% 1.0154
Range 0.0008 0.0000 -0.0008 -100.0% 0.0165
ATR 0.0051 0.0053 0.0002 3.6% 0.0000
Volume 17 2 -15 -88.2% 32
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0194 1.0194 1.0194
R3 1.0194 1.0194 1.0194
R2 1.0194 1.0194 1.0194
R1 1.0194 1.0194 1.0194 1.0194
PP 1.0194 1.0194 1.0194 1.0194
S1 1.0194 1.0194 1.0194 1.0194
S2 1.0194 1.0194 1.0194
S3 1.0194 1.0194 1.0194
S4 1.0194 1.0194 1.0194
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 1.0194 1.0100 0.0094 0.9% 0.0020 0.2% 100% True False 9
10 1.0265 1.0100 0.0165 1.6% 0.0014 0.1% 57% False False 14
20 1.0380 1.0100 0.0280 2.7% 0.0028 0.3% 34% False False 18
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0194
2.618 1.0194
1.618 1.0194
1.000 1.0194
0.618 1.0194
HIGH 1.0194
0.618 1.0194
0.500 1.0194
0.382 1.0194
LOW 1.0194
0.618 1.0194
1.000 1.0194
1.618 1.0194
2.618 1.0194
4.250 1.0194
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 1.0194 1.0178
PP 1.0194 1.0163
S1 1.0194 1.0147

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

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