CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 1.0209 1.0218 0.0009 0.1% 1.0144
High 1.0211 1.0233 0.0022 0.2% 1.0215
Low 1.0208 1.0218 0.0010 0.1% 1.0144
Close 1.0214 1.0241 0.0027 0.3% 1.0204
Range 0.0003 0.0015 0.0012 400.0% 0.0071
ATR 0.0042 0.0040 -0.0002 -3.9% 0.0000
Volume 278 69 -209 -75.2% 198
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0276 1.0273 1.0249
R3 1.0261 1.0258 1.0245
R2 1.0246 1.0246 1.0244
R1 1.0243 1.0243 1.0242 1.0245
PP 1.0231 1.0231 1.0231 1.0231
S1 1.0228 1.0228 1.0240 1.0230
S2 1.0216 1.0216 1.0238
S3 1.0201 1.0213 1.0237
S4 1.0186 1.0198 1.0233
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 1.0233 1.0178 0.0055 0.5% 0.0018 0.2% 115% True False 96
10 1.0233 1.0084 0.0149 1.5% 0.0027 0.3% 105% True False 61
20 1.0233 0.9952 0.0281 2.7% 0.0028 0.3% 103% True False 58
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0297
2.618 1.0272
1.618 1.0257
1.000 1.0248
0.618 1.0242
HIGH 1.0233
0.618 1.0227
0.500 1.0226
0.382 1.0224
LOW 1.0218
0.618 1.0209
1.000 1.0203
1.618 1.0194
2.618 1.0179
4.250 1.0154
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 1.0236 1.0231
PP 1.0231 1.0221
S1 1.0226 1.0211

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

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