CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 1.0194 1.0150 -0.0044 -0.4% 1.0260
High 1.0194 1.0150 -0.0044 -0.4% 1.0265
Low 1.0194 1.0143 -0.0051 -0.5% 1.0100
Close 1.0194 1.0136 -0.0058 -0.6% 1.0154
Range 0.0000 0.0007 0.0007 0.0165
ATR 0.0053 0.0053 0.0000 -0.3% 0.0000
Volume 2 2 0 0.0% 32
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0164 1.0157 1.0140
R3 1.0157 1.0150 1.0138
R2 1.0150 1.0150 1.0137
R1 1.0143 1.0143 1.0137 1.0143
PP 1.0143 1.0143 1.0143 1.0143
S1 1.0136 1.0136 1.0135 1.0136
S2 1.0136 1.0136 1.0135
S3 1.0129 1.0129 1.0134
S4 1.0122 1.0122 1.0132
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% 0.0021 0.2% 38% False False 7
10 1.0265 1.0100 0.0165 1.6% 0.0014 0.1% 22% False False 13
20 1.0380 1.0100 0.0280 2.8% 0.0024 0.2% 13% False False 16
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0180
2.618 1.0168
1.618 1.0161
1.000 1.0157
0.618 1.0154
HIGH 1.0150
0.618 1.0147
0.500 1.0147
0.382 1.0146
LOW 1.0143
0.618 1.0139
1.000 1.0136
1.618 1.0132
2.618 1.0125
4.250 1.0113
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 1.0147 1.0163
PP 1.0143 1.0154
S1 1.0140 1.0145

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

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