CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.0240 1.0222 -0.0018 -0.2% 1.0094
High 1.0250 1.0249 -0.0001 0.0% 1.0184
Low 1.0204 1.0222 0.0018 0.2% 1.0094
Close 1.0225 1.0252 0.0027 0.3% 1.0125
Range 0.0046 0.0027 -0.0019 -41.3% 0.0090
ATR 0.0057 0.0055 -0.0002 -3.8% 0.0000
Volume 11 67 56 509.1% 309
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.0322 1.0314 1.0267
R3 1.0295 1.0287 1.0259
R2 1.0268 1.0268 1.0257
R1 1.0260 1.0260 1.0254 1.0264
PP 1.0241 1.0241 1.0241 1.0243
S1 1.0233 1.0233 1.0250 1.0237
S2 1.0214 1.0214 1.0247
S3 1.0187 1.0206 1.0245
S4 1.0160 1.0179 1.0237
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% 0.0030 0.3% 102% False False 33
10 1.0250 1.0085 0.0165 1.6% 0.0036 0.3% 101% False False 46
20 1.0250 0.9981 0.0269 2.6% 0.0043 0.4% 101% False False 52
40 1.0250 0.9949 0.0301 2.9% 0.0037 0.4% 101% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0364
2.618 1.0320
1.618 1.0293
1.000 1.0276
0.618 1.0266
HIGH 1.0249
0.618 1.0239
0.500 1.0236
0.382 1.0232
LOW 1.0222
0.618 1.0205
1.000 1.0195
1.618 1.0178
2.618 1.0151
4.250 1.0107
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.0247 1.0240
PP 1.0241 1.0227
S1 1.0236 1.0215

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

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