CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 1.0185 1.0179 -0.0006 -0.1% 1.0094
High 1.0185 1.0193 0.0008 0.1% 1.0184
Low 1.0178 1.0179 0.0001 0.0% 1.0094
Close 1.0179 1.0187 0.0008 0.1% 1.0125
Range 0.0007 0.0014 0.0007 100.0% 0.0090
ATR 0.0060 0.0056 -0.0003 -5.5% 0.0000
Volume 38 13 -25 -65.8% 309
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0228 1.0222 1.0195
R3 1.0214 1.0208 1.0191
R2 1.0200 1.0200 1.0190
R1 1.0194 1.0194 1.0188 1.0197
PP 1.0186 1.0186 1.0186 1.0188
S1 1.0180 1.0180 1.0186 1.0183
S2 1.0172 1.0172 1.0184
S3 1.0158 1.0166 1.0183
S4 1.0144 1.0152 1.0179
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 1.0193 1.0098 0.0095 0.9% 0.0022 0.2% 94% True False 54
10 1.0193 0.9994 0.0199 2.0% 0.0045 0.4% 97% True False 43
20 1.0233 0.9981 0.0252 2.5% 0.0042 0.4% 82% False False 52
40 1.0233 0.9939 0.0294 2.9% 0.0037 0.4% 84% False False 55
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0253
2.618 1.0230
1.618 1.0216
1.000 1.0207
0.618 1.0202
HIGH 1.0193
0.618 1.0188
0.500 1.0186
0.382 1.0184
LOW 1.0179
0.618 1.0170
1.000 1.0165
1.618 1.0156
2.618 1.0142
4.250 1.0120
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 1.0187 1.0178
PP 1.0186 1.0170
S1 1.0186 1.0161

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

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