CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 1.0400 1.0363 -0.0037 -0.4% 1.0312
High 1.0400 1.0363 -0.0037 -0.4% 1.0410
Low 1.0400 1.0361 -0.0039 -0.4% 1.0250
Close 1.0404 1.0364 -0.0040 -0.4% 1.0404
Range 0.0000 0.0002 0.0002 0.0160
ATR 0.0058 0.0057 -0.0001 -1.9% 0.0000
Volume 76 6 -70 -92.1% 173
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0369 1.0368 1.0365
R3 1.0367 1.0366 1.0365
R2 1.0365 1.0365 1.0364
R1 1.0364 1.0364 1.0364 1.0365
PP 1.0363 1.0363 1.0363 1.0363
S1 1.0362 1.0362 1.0364 1.0363
S2 1.0361 1.0361 1.0364
S3 1.0359 1.0360 1.0363
S4 1.0357 1.0358 1.0363
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% 0.0039 0.4% 71% False False 35
10 1.0410 1.0250 0.0160 1.5% 0.0040 0.4% 71% False False 21
20 1.0410 1.0042 0.0368 3.6% 0.0032 0.3% 88% False False 16
40 1.0410 1.0042 0.0368 3.6% 0.0026 0.2% 88% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0372
2.618 1.0368
1.618 1.0366
1.000 1.0365
0.618 1.0364
HIGH 1.0363
0.618 1.0362
0.500 1.0362
0.382 1.0362
LOW 1.0361
0.618 1.0360
1.000 1.0359
1.618 1.0358
2.618 1.0356
4.250 1.0353
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 1.0363 1.0385
PP 1.0363 1.0378
S1 1.0362 1.0371

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

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