CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 1.0165 1.0167 0.0002 0.0% 1.0140
High 1.0170 1.0171 0.0001 0.0% 1.0194
Low 1.0136 1.0158 0.0022 0.2% 1.0132
Close 1.0164 1.0168 0.0004 0.0% 1.0164
Range 0.0034 0.0013 -0.0021 -61.8% 0.0062
ATR 0.0054 0.0051 -0.0003 -5.4% 0.0000
Volume 53 16 -37 -69.8% 80
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0205 1.0199 1.0175
R3 1.0192 1.0186 1.0172
R2 1.0179 1.0179 1.0170
R1 1.0173 1.0173 1.0169 1.0176
PP 1.0166 1.0166 1.0166 1.0167
S1 1.0160 1.0160 1.0167 1.0163
S2 1.0153 1.0153 1.0166
S3 1.0140 1.0147 1.0164
S4 1.0127 1.0134 1.0161
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0349 1.0319 1.0198
R3 1.0287 1.0257 1.0181
R2 1.0225 1.0225 1.0175
R1 1.0195 1.0195 1.0170 1.0210
PP 1.0163 1.0163 1.0163 1.0171
S1 1.0133 1.0133 1.0158 1.0148
S2 1.0101 1.0101 1.0153
S3 1.0039 1.0071 1.0147
S4 0.9977 1.0009 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0194 1.0136 0.0058 0.6% 0.0015 0.1% 55% False False 15
10 1.0265 1.0100 0.0165 1.6% 0.0018 0.2% 41% False False 12
20 1.0265 1.0100 0.0165 1.6% 0.0018 0.2% 41% False False 14
Crabel Price Patterns
NR True
NR4 False
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0226
2.618 1.0205
1.618 1.0192
1.000 1.0184
0.618 1.0179
HIGH 1.0171
0.618 1.0166
0.500 1.0165
0.382 1.0163
LOW 1.0158
0.618 1.0150
1.000 1.0145
1.618 1.0137
2.618 1.0124
4.250 1.0103
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 1.0167 1.0167
PP 1.0166 1.0165
S1 1.0165 1.0164

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

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