CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 1.0167 1.0260 0.0093 0.9% 1.0140
High 1.0171 1.0261 0.0090 0.9% 1.0194
Low 1.0158 1.0260 0.0102 1.0% 1.0132
Close 1.0168 1.0260 0.0092 0.9% 1.0164
Range 0.0013 0.0001 -0.0012 -92.3% 0.0062
ATR 0.0051 0.0054 0.0003 6.0% 0.0000
Volume 16 68 52 325.0% 80
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0263 1.0263 1.0261
R3 1.0262 1.0262 1.0260
R2 1.0261 1.0261 1.0260
R1 1.0261 1.0261 1.0260 1.0261
PP 1.0260 1.0260 1.0260 1.0260
S1 1.0260 1.0260 1.0260 1.0260
S2 1.0259 1.0259 1.0260
S3 1.0258 1.0259 1.0260
S4 1.0257 1.0258 1.0259
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 1.0261 1.0136 0.0125 1.2% 0.0015 0.1% 99% True False 29
10 1.0261 1.0100 0.0161 1.6% 0.0018 0.2% 99% True False 19
20 1.0265 1.0100 0.0165 1.6% 0.0015 0.1% 97% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0265
2.618 1.0264
1.618 1.0263
1.000 1.0262
0.618 1.0262
HIGH 1.0261
0.618 1.0261
0.500 1.0261
0.382 1.0260
LOW 1.0260
0.618 1.0259
1.000 1.0259
1.618 1.0258
2.618 1.0257
4.250 1.0256
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 1.0261 1.0240
PP 1.0260 1.0219
S1 1.0260 1.0199

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

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