CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.0361 1.0318 -0.0043 -0.4% 1.0042
High 1.0361 1.0318 -0.0043 -0.4% 1.0342
Low 1.0318 1.0318 0.0000 0.0% 1.0042
Close 1.0320 1.0286 -0.0034 -0.3% 1.0361
Range 0.0043 0.0000 -0.0043 -100.0% 0.0300
ATR 0.0059 0.0055 -0.0004 -6.9% 0.0000
Volume 5 21 16 320.0% 60
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0307 1.0297 1.0286
R3 1.0307 1.0297 1.0286
R2 1.0307 1.0307 1.0286
R1 1.0297 1.0297 1.0286 1.0302
PP 1.0307 1.0307 1.0307 1.0310
S1 1.0297 1.0297 1.0286 1.0302
S2 1.0307 1.0307 1.0286
S3 1.0307 1.0297 1.0286
S4 1.0307 1.0297 1.0286
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 1.0203 0.0158 1.5% 0.0031 0.3% 53% False False 14
10 1.0361 1.0042 0.0319 3.1% 0.0024 0.2% 76% False False 12
20 1.0361 1.0042 0.0319 3.1% 0.0025 0.2% 76% False False 16
40 1.0380 1.0042 0.0338 3.3% 0.0026 0.3% 72% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0318
2.618 1.0318
1.618 1.0318
1.000 1.0318
0.618 1.0318
HIGH 1.0318
0.618 1.0318
0.500 1.0318
0.382 1.0318
LOW 1.0318
0.618 1.0318
1.000 1.0318
1.618 1.0318
2.618 1.0318
4.250 1.0318
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.0318 1.0333
PP 1.0307 1.0317
S1 1.0297 1.0302

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

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