CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 1.0231 1.0209 -0.0022 -0.2% 1.0144
High 1.0231 1.0211 -0.0020 -0.2% 1.0215
Low 1.0188 1.0208 0.0020 0.2% 1.0144
Close 1.0198 1.0214 0.0016 0.2% 1.0204
Range 0.0043 0.0003 -0.0040 -93.0% 0.0071
ATR 0.0044 0.0042 -0.0002 -5.0% 0.0000
Volume 34 278 244 717.6% 198
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0220 1.0220 1.0216
R3 1.0217 1.0217 1.0215
R2 1.0214 1.0214 1.0215
R1 1.0214 1.0214 1.0214 1.0214
PP 1.0211 1.0211 1.0211 1.0211
S1 1.0211 1.0211 1.0214 1.0211
S2 1.0208 1.0208 1.0213
S3 1.0205 1.0208 1.0213
S4 1.0202 1.0205 1.0212
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0401 1.0373 1.0243
R3 1.0330 1.0302 1.0224
R2 1.0259 1.0259 1.0217
R1 1.0231 1.0231 1.0211 1.0245
PP 1.0188 1.0188 1.0188 1.0195
S1 1.0160 1.0160 1.0197 1.0174
S2 1.0117 1.0117 1.0191
S3 1.0046 1.0089 1.0184
S4 0.9975 1.0018 1.0165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0231 1.0162 0.0069 0.7% 0.0024 0.2% 75% False False 86
10 1.0231 0.9973 0.0258 2.5% 0.0028 0.3% 93% False False 60
20 1.0231 0.9949 0.0282 2.8% 0.0031 0.3% 94% False False 56
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 0.0001
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.0224
2.618 1.0219
1.618 1.0216
1.000 1.0214
0.618 1.0213
HIGH 1.0211
0.618 1.0210
0.500 1.0210
0.382 1.0209
LOW 1.0208
0.618 1.0206
1.000 1.0205
1.618 1.0203
2.618 1.0200
4.250 1.0195
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 1.0213 1.0213
PP 1.0211 1.0211
S1 1.0210 1.0210

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

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