CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 1.0133 1.0149 0.0016 0.2% 1.0167
High 1.0133 1.0149 0.0016 0.2% 1.0261
Low 1.0133 1.0149 0.0016 0.2% 1.0050
Close 1.0133 1.0141 0.0008 0.1% 1.0133
Range
ATR 0.0061 0.0057 -0.0003 -5.3% 0.0000
Volume 27 6 -21 -77.8% 136
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0146 1.0144 1.0141
R3 1.0146 1.0144 1.0141
R2 1.0146 1.0146 1.0141
R1 1.0144 1.0144 1.0141 1.0145
PP 1.0146 1.0146 1.0146 1.0147
S1 1.0144 1.0144 1.0141 1.0145
S2 1.0146 1.0146 1.0141
S3 1.0146 1.0144 1.0141
S4 1.0146 1.0144 1.0141
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0781 1.0668 1.0249
R3 1.0570 1.0457 1.0191
R2 1.0359 1.0359 1.0172
R1 1.0246 1.0246 1.0152 1.0197
PP 1.0148 1.0148 1.0148 1.0124
S1 1.0035 1.0035 1.0114 0.9986
S2 0.9937 0.9937 1.0094
S3 0.9726 0.9824 1.0075
S4 0.9515 0.9613 1.0017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0261 1.0050 0.0211 2.1% 0.0029 0.3% 43% False False 25
10 1.0261 1.0050 0.0211 2.1% 0.0022 0.2% 43% False False 20
20 1.0265 1.0050 0.0215 2.1% 0.0019 0.2% 42% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.0149
2.618 1.0149
1.618 1.0149
1.000 1.0149
0.618 1.0149
HIGH 1.0149
0.618 1.0149
0.500 1.0149
0.382 1.0149
LOW 1.0149
0.618 1.0149
1.000 1.0149
1.618 1.0149
2.618 1.0149
4.250 1.0149
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 1.0149 1.0127
PP 1.0146 1.0113
S1 1.0144 1.0100

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

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