CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.0315 1.0361 0.0046 0.4% 1.0042
High 1.0342 1.0361 0.0019 0.2% 1.0342
Low 1.0305 1.0318 0.0013 0.1% 1.0042
Close 1.0361 1.0320 -0.0041 -0.4% 1.0361
Range 0.0037 0.0043 0.0006 16.2% 0.0300
ATR 0.0060 0.0059 -0.0001 -2.1% 0.0000
Volume 27 5 -22 -81.5% 60
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0462 1.0434 1.0344
R3 1.0419 1.0391 1.0332
R2 1.0376 1.0376 1.0328
R1 1.0348 1.0348 1.0324 1.0341
PP 1.0333 1.0333 1.0333 1.0329
S1 1.0305 1.0305 1.0316 1.0298
S2 1.0290 1.0290 1.0312
S3 1.0247 1.0262 1.0308
S4 1.0204 1.0219 1.0296
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1148 1.1055 1.0526
R3 1.0848 1.0755 1.0444
R2 1.0548 1.0548 1.0416
R1 1.0455 1.0455 1.0389 1.0502
PP 1.0248 1.0248 1.0248 1.0272
S1 1.0155 1.0155 1.0334 1.0202
S2 0.9948 0.9948 1.0306
S3 0.9648 0.9855 1.0279
S4 0.9348 0.9555 1.0196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0361 1.0091 0.0270 2.6% 0.0031 0.3% 85% True False 11
10 1.0361 1.0042 0.0319 3.1% 0.0028 0.3% 87% True False 10
20 1.0361 1.0042 0.0319 3.1% 0.0025 0.2% 87% True False 15
40 1.0380 1.0042 0.0338 3.3% 0.0028 0.3% 82% False False 17
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0544
2.618 1.0474
1.618 1.0431
1.000 1.0404
0.618 1.0388
HIGH 1.0361
0.618 1.0345
0.500 1.0340
0.382 1.0334
LOW 1.0318
0.618 1.0291
1.000 1.0275
1.618 1.0248
2.618 1.0205
4.250 1.0135
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.0340 1.0330
PP 1.0333 1.0327
S1 1.0327 1.0323

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

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