CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 1.0182 1.0173 -0.0009 -0.1% 1.0094
High 1.0182 1.0184 0.0002 0.0% 1.0184
Low 1.0170 1.0129 -0.0041 -0.4% 1.0094
Close 1.0173 1.0125 -0.0048 -0.5% 1.0125
Range 0.0012 0.0055 0.0043 358.3% 0.0090
ATR 0.0060 0.0060 0.0000 -0.6% 0.0000
Volume 168 36 -132 -78.6% 309
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0311 1.0273 1.0155
R3 1.0256 1.0218 1.0140
R2 1.0201 1.0201 1.0135
R1 1.0163 1.0163 1.0130 1.0155
PP 1.0146 1.0146 1.0146 1.0142
S1 1.0108 1.0108 1.0120 1.0100
S2 1.0091 1.0091 1.0115
S3 1.0036 1.0053 1.0110
S4 0.9981 0.9998 1.0095
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0404 1.0355 1.0175
R3 1.0314 1.0265 1.0150
R2 1.0224 1.0224 1.0142
R1 1.0175 1.0175 1.0133 1.0200
PP 1.0134 1.0134 1.0134 1.0147
S1 1.0085 1.0085 1.0117 1.0110
S2 1.0044 1.0044 1.0109
S3 0.9954 0.9995 1.0100
S4 0.9864 0.9905 1.0076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0184 1.0094 0.0090 0.9% 0.0044 0.4% 34% True False 61
10 1.0192 0.9981 0.0211 2.1% 0.0064 0.6% 68% False False 42
20 1.0233 0.9981 0.0252 2.5% 0.0045 0.4% 57% False False 54
40 1.0233 0.9878 0.0355 3.5% 0.0040 0.4% 70% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0418
2.618 1.0328
1.618 1.0273
1.000 1.0239
0.618 1.0218
HIGH 1.0184
0.618 1.0163
0.500 1.0157
0.382 1.0150
LOW 1.0129
0.618 1.0095
1.000 1.0074
1.618 1.0040
2.618 0.9985
4.250 0.9895
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 1.0157 1.0141
PP 1.0146 1.0136
S1 1.0136 1.0130

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

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