CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.0320 1.0406 0.0086 0.8% 1.0361
High 1.0379 1.0410 0.0031 0.3% 1.0373
Low 1.0320 1.0359 0.0039 0.4% 1.0291
Close 1.0371 1.0359 -0.0012 -0.1% 1.0337
Range 0.0059 0.0051 -0.0008 -13.6% 0.0082
ATR 0.0060 0.0059 -0.0001 -1.1% 0.0000
Volume 24 24 0 0.0% 40
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0529 1.0495 1.0387
R3 1.0478 1.0444 1.0373
R2 1.0427 1.0427 1.0368
R1 1.0393 1.0393 1.0364 1.0385
PP 1.0376 1.0376 1.0376 1.0372
S1 1.0342 1.0342 1.0354 1.0334
S2 1.0325 1.0325 1.0350
S3 1.0274 1.0291 1.0345
S4 1.0223 1.0240 1.0331
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0580 1.0540 1.0382
R3 1.0498 1.0458 1.0360
R2 1.0416 1.0416 1.0352
R1 1.0376 1.0376 1.0345 1.0355
PP 1.0334 1.0334 1.0334 1.0323
S1 1.0294 1.0294 1.0329 1.0273
S2 1.0252 1.0252 1.0322
S3 1.0170 1.0212 1.0314
S4 1.0088 1.0130 1.0292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0410 1.0250 0.0160 1.5% 0.0054 0.5% 68% True False 21
10 1.0410 1.0250 0.0160 1.5% 0.0045 0.4% 68% True False 18
20 1.0410 1.0042 0.0368 3.6% 0.0034 0.3% 86% True False 14
40 1.0410 1.0042 0.0368 3.6% 0.0026 0.3% 86% True False 15
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 True
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0627
2.618 1.0544
1.618 1.0493
1.000 1.0461
0.618 1.0442
HIGH 1.0410
0.618 1.0391
0.500 1.0385
0.382 1.0378
LOW 1.0359
0.618 1.0327
1.000 1.0308
1.618 1.0276
2.618 1.0225
4.250 1.0142
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.0385 1.0349
PP 1.0376 1.0340
S1 1.0368 1.0330

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

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