CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 1.0398 1.0384 -0.0014 -0.1% 1.0513
High 1.0398 1.0386 -0.0012 -0.1% 1.0544
Low 1.0398 1.0354 -0.0044 -0.4% 1.0385
Close 1.0398 1.0376 -0.0022 -0.2% 1.0411
Range 0.0000 0.0032 0.0032 0.0159
ATR 0.0054 0.0053 -0.0001 -1.3% 0.0000
Volume 36 36 0 0.0% 54
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0468 1.0454 1.0394
R3 1.0436 1.0422 1.0385
R2 1.0404 1.0404 1.0382
R1 1.0390 1.0390 1.0379 1.0381
PP 1.0372 1.0372 1.0372 1.0368
S1 1.0358 1.0358 1.0373 1.0349
S2 1.0340 1.0340 1.0370
S3 1.0308 1.0326 1.0367
S4 1.0276 1.0294 1.0358
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0924 1.0826 1.0498
R3 1.0765 1.0667 1.0455
R2 1.0606 1.0606 1.0440
R1 1.0508 1.0508 1.0426 1.0478
PP 1.0447 1.0447 1.0447 1.0431
S1 1.0349 1.0349 1.0396 1.0319
S2 1.0288 1.0288 1.0382
S3 1.0129 1.0190 1.0367
S4 0.9970 1.0031 1.0324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0486 1.0354 0.0132 1.3% 0.0024 0.2% 17% False True 16
10 1.0544 1.0354 0.0190 1.8% 0.0021 0.2% 12% False True 23
20 1.0544 1.0250 0.0294 2.8% 0.0030 0.3% 43% False False 23
40 1.0544 1.0042 0.0502 4.8% 0.0027 0.3% 67% False False 19
60 1.0544 1.0042 0.0502 4.8% 0.0028 0.3% 67% False False 19
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0522
2.618 1.0470
1.618 1.0438
1.000 1.0418
0.618 1.0406
HIGH 1.0386
0.618 1.0374
0.500 1.0370
0.382 1.0366
LOW 1.0354
0.618 1.0334
1.000 1.0322
1.618 1.0302
2.618 1.0270
4.250 1.0218
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 1.0374 1.0399
PP 1.0372 1.0391
S1 1.0370 1.0384

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

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