CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 1.0042 1.0093 0.0051 0.5% 1.0149
High 1.0080 1.0093 0.0013 0.1% 1.0225
Low 1.0042 1.0091 0.0049 0.5% 1.0088
Close 1.0071 1.0119 0.0048 0.5% 1.0058
Range 0.0038 0.0002 -0.0036 -94.7% 0.0137
ATR 0.0057 0.0055 -0.0003 -4.4% 0.0000
Volume 6 8 2 33.3% 42
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0107 1.0115 1.0120
R3 1.0105 1.0113 1.0120
R2 1.0103 1.0103 1.0119
R1 1.0111 1.0111 1.0119 1.0107
PP 1.0101 1.0101 1.0101 1.0099
S1 1.0109 1.0109 1.0119 1.0105
S2 1.0099 1.0099 1.0119
S3 1.0097 1.0107 1.0118
S4 1.0095 1.0105 1.0118
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0535 1.0433 1.0133
R3 1.0398 1.0296 1.0096
R2 1.0261 1.0261 1.0083
R1 1.0159 1.0159 1.0071 1.0142
PP 1.0124 1.0124 1.0124 1.0115
S1 1.0022 1.0022 1.0045 1.0005
S2 0.9987 0.9987 1.0033
S3 0.9850 0.9885 1.0020
S4 0.9713 0.9748 0.9983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0225 1.0042 0.0183 1.8% 0.0017 0.2% 42% False False 9
10 1.0225 1.0042 0.0183 1.8% 0.0027 0.3% 42% False False 10
20 1.0261 1.0042 0.0219 2.2% 0.0022 0.2% 35% False False 15
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0102
2.618 1.0098
1.618 1.0096
1.000 1.0095
0.618 1.0094
HIGH 1.0093
0.618 1.0092
0.500 1.0092
0.382 1.0092
LOW 1.0091
0.618 1.0090
1.000 1.0089
1.618 1.0088
2.618 1.0086
4.250 1.0083
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 1.0110 1.0103
PP 1.0101 1.0087
S1 1.0092 1.0071

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

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