CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 1.0012 1.0103 0.0091 0.9% 1.0100
High 1.0103 1.0130 0.0027 0.3% 1.0190
Low 1.0012 1.0050 0.0038 0.4% 0.9988
Close 1.0101 1.0062 -0.0039 -0.4% 1.0062
Range 0.0091 0.0080 -0.0011 -12.1% 0.0202
ATR 0.0086 0.0086 0.0000 -0.5% 0.0000
Volume 306 691 385 125.8% 1,851
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0321 1.0271 1.0106
R3 1.0241 1.0191 1.0084
R2 1.0161 1.0161 1.0077
R1 1.0111 1.0111 1.0069 1.0096
PP 1.0081 1.0081 1.0081 1.0073
S1 1.0031 1.0031 1.0055 1.0016
S2 1.0001 1.0001 1.0047
S3 0.9921 0.9951 1.0040
S4 0.9841 0.9871 1.0018
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0686 1.0576 1.0173
R3 1.0484 1.0374 1.0118
R2 1.0282 1.0282 1.0099
R1 1.0172 1.0172 1.0081 1.0126
PP 1.0080 1.0080 1.0080 1.0057
S1 0.9970 0.9970 1.0043 0.9924
S2 0.9878 0.9878 1.0025
S3 0.9676 0.9768 1.0006
S4 0.9474 0.9566 0.9951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0190 0.9988 0.0202 2.0% 0.0124 1.2% 37% False False 370
10 1.0398 0.9988 0.0410 4.1% 0.0095 0.9% 18% False False 212
20 1.0544 0.9988 0.0556 5.5% 0.0058 0.6% 13% False False 116
40 1.0544 0.9988 0.0556 5.5% 0.0045 0.4% 13% False False 66
60 1.0544 0.9988 0.0556 5.5% 0.0037 0.4% 13% False False 50
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 False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0470
2.618 1.0339
1.618 1.0259
1.000 1.0210
0.618 1.0179
HIGH 1.0130
0.618 1.0099
0.500 1.0090
0.382 1.0081
LOW 1.0050
0.618 1.0001
1.000 0.9970
1.618 0.9921
2.618 0.9841
4.250 0.9710
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 1.0090 1.0095
PP 1.0081 1.0084
S1 1.0071 1.0073

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

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