CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 1.0125 1.0094 -0.0031 -0.3% 1.0192
High 1.0125 1.0183 0.0058 0.6% 1.0192
Low 1.0085 1.0094 0.0009 0.1% 0.9981
Close 1.0073 1.0149 0.0076 0.8% 1.0073
Range 0.0040 0.0089 0.0049 122.5% 0.0211
ATR 0.0060 0.0063 0.0004 6.0% 0.0000
Volume 22 28 6 27.3% 111
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0409 1.0368 1.0198
R3 1.0320 1.0279 1.0173
R2 1.0231 1.0231 1.0165
R1 1.0190 1.0190 1.0157 1.0211
PP 1.0142 1.0142 1.0142 1.0152
S1 1.0101 1.0101 1.0141 1.0122
S2 1.0053 1.0053 1.0133
S3 0.9964 1.0012 1.0125
S4 0.9875 0.9923 1.0100
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0715 1.0605 1.0189
R3 1.0504 1.0394 1.0131
R2 1.0293 1.0293 1.0112
R1 1.0183 1.0183 1.0092 1.0133
PP 1.0082 1.0082 1.0082 1.0057
S1 0.9972 0.9972 1.0054 0.9922
S2 0.9871 0.9871 1.0034
S3 0.9660 0.9761 1.0015
S4 0.9449 0.9550 0.9957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0183 0.9981 0.0202 2.0% 0.0098 1.0% 83% True False 22
10 1.0233 0.9981 0.0252 2.5% 0.0057 0.6% 67% False False 56
20 1.0233 0.9973 0.0260 2.6% 0.0045 0.4% 68% False False 45
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0561
2.618 1.0416
1.618 1.0327
1.000 1.0272
0.618 1.0238
HIGH 1.0183
0.618 1.0149
0.500 1.0139
0.382 1.0128
LOW 1.0094
0.618 1.0039
1.000 1.0005
1.618 0.9950
2.618 0.9861
4.250 0.9716
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 1.0146 1.0139
PP 1.0142 1.0129
S1 1.0139 1.0119

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

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