CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.0518 1.0462 -0.0056 -0.5% 1.0363
High 1.0528 1.0477 -0.0051 -0.5% 1.0528
Low 1.0510 1.0443 -0.0067 -0.6% 1.0361
Close 1.0523 1.0472 -0.0051 -0.5% 1.0472
Range 0.0018 0.0034 0.0016 88.9% 0.0167
ATR 0.0058 0.0059 0.0002 2.8% 0.0000
Volume 19 20 1 5.3% 145
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0566 1.0553 1.0491
R3 1.0532 1.0519 1.0481
R2 1.0498 1.0498 1.0478
R1 1.0485 1.0485 1.0475 1.0492
PP 1.0464 1.0464 1.0464 1.0467
S1 1.0451 1.0451 1.0469 1.0458
S2 1.0430 1.0430 1.0466
S3 1.0396 1.0417 1.0463
S4 1.0362 1.0383 1.0453
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0955 1.0880 1.0564
R3 1.0788 1.0713 1.0518
R2 1.0621 1.0621 1.0503
R1 1.0546 1.0546 1.0487 1.0584
PP 1.0454 1.0454 1.0454 1.0472
S1 1.0379 1.0379 1.0457 1.0417
S2 1.0287 1.0287 1.0441
S3 1.0120 1.0212 1.0426
S4 0.9953 1.0045 1.0380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0528 1.0361 0.0167 1.6% 0.0020 0.2% 66% False False 29
10 1.0528 1.0250 0.0278 2.7% 0.0034 0.3% 80% False False 31
20 1.0528 1.0042 0.0486 4.6% 0.0033 0.3% 88% False False 21
40 1.0528 1.0042 0.0486 4.6% 0.0027 0.3% 88% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0622
2.618 1.0566
1.618 1.0532
1.000 1.0511
0.618 1.0498
HIGH 1.0477
0.618 1.0464
0.500 1.0460
0.382 1.0456
LOW 1.0443
0.618 1.0422
1.000 1.0409
1.618 1.0388
2.618 1.0354
4.250 1.0299
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.0468 1.0486
PP 1.0464 1.0481
S1 1.0460 1.0477

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

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