CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 1.0406 1.0400 -0.0006 -0.1% 1.0312
High 1.0410 1.0400 -0.0010 -0.1% 1.0410
Low 1.0359 1.0400 0.0041 0.4% 1.0250
Close 1.0359 1.0404 0.0045 0.4% 1.0404
Range 0.0051 0.0000 -0.0051 -100.0% 0.0160
ATR 0.0059 0.0058 -0.0001 -2.2% 0.0000
Volume 24 76 52 216.7% 173
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0401 1.0403 1.0404
R3 1.0401 1.0403 1.0404
R2 1.0401 1.0401 1.0404
R1 1.0403 1.0403 1.0404 1.0402
PP 1.0401 1.0401 1.0401 1.0401
S1 1.0403 1.0403 1.0404 1.0402
S2 1.0401 1.0401 1.0404
S3 1.0401 1.0403 1.0404
S4 1.0401 1.0403 1.0404
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0835 1.0779 1.0492
R3 1.0675 1.0619 1.0448
R2 1.0515 1.0515 1.0433
R1 1.0459 1.0459 1.0419 1.0487
PP 1.0355 1.0355 1.0355 1.0369
S1 1.0299 1.0299 1.0389 1.0327
S2 1.0195 1.0195 1.0375
S3 1.0035 1.0139 1.0360
S4 0.9875 0.9979 1.0316
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% 0.0049 0.5% 96% False False 34
10 1.0410 1.0250 0.0160 1.5% 0.0043 0.4% 96% False False 24
20 1.0410 1.0042 0.0368 3.5% 0.0032 0.3% 98% False False 17
40 1.0410 1.0042 0.0368 3.5% 0.0026 0.3% 98% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0400
2.618 1.0400
1.618 1.0400
1.000 1.0400
0.618 1.0400
HIGH 1.0400
0.618 1.0400
0.500 1.0400
0.382 1.0400
LOW 1.0400
0.618 1.0400
1.000 1.0400
1.618 1.0400
2.618 1.0400
4.250 1.0400
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 1.0403 1.0391
PP 1.0401 1.0378
S1 1.0400 1.0365

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

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