CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 1.0179 1.0240 0.0061 0.6% 1.0094
High 1.0193 1.0250 0.0057 0.6% 1.0184
Low 1.0179 1.0204 0.0025 0.2% 1.0094
Close 1.0187 1.0225 0.0038 0.4% 1.0125
Range 0.0014 0.0046 0.0032 228.6% 0.0090
ATR 0.0056 0.0057 0.0000 0.8% 0.0000
Volume 13 11 -2 -15.4% 309
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0364 1.0341 1.0250
R3 1.0318 1.0295 1.0238
R2 1.0272 1.0272 1.0233
R1 1.0249 1.0249 1.0229 1.0238
PP 1.0226 1.0226 1.0226 1.0221
S1 1.0203 1.0203 1.0221 1.0192
S2 1.0180 1.0180 1.0217
S3 1.0134 1.0157 1.0212
S4 1.0088 1.0111 1.0200
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 1.0250 1.0129 0.0121 1.2% 0.0027 0.3% 79% True False 53
10 1.0250 1.0054 0.0196 1.9% 0.0037 0.4% 87% True False 41
20 1.0250 0.9981 0.0269 2.6% 0.0042 0.4% 91% True False 52
40 1.0250 0.9949 0.0301 2.9% 0.0036 0.4% 92% True False 49
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0446
2.618 1.0370
1.618 1.0324
1.000 1.0296
0.618 1.0278
HIGH 1.0250
0.618 1.0232
0.500 1.0227
0.382 1.0222
LOW 1.0204
0.618 1.0176
1.000 1.0158
1.618 1.0130
2.618 1.0084
4.250 1.0009
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 1.0227 1.0221
PP 1.0226 1.0218
S1 1.0226 1.0214

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

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