CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 1.0340 1.0358 0.0018 0.2% 1.0308
High 1.0379 1.0422 0.0043 0.4% 1.0422
Low 1.0340 1.0358 0.0018 0.2% 1.0254
Close 1.0353 1.0366 0.0013 0.1% 1.0366
Range 0.0039 0.0064 0.0025 64.1% 0.0168
ATR 0.0055 0.0056 0.0001 1.9% 0.0000
Volume 32 33 1 3.1% 315
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0574 1.0534 1.0401
R3 1.0510 1.0470 1.0384
R2 1.0446 1.0446 1.0378
R1 1.0406 1.0406 1.0372 1.0426
PP 1.0382 1.0382 1.0382 1.0392
S1 1.0342 1.0342 1.0360 1.0362
S2 1.0318 1.0318 1.0354
S3 1.0254 1.0278 1.0348
S4 1.0190 1.0214 1.0331
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0851 1.0777 1.0458
R3 1.0683 1.0609 1.0412
R2 1.0515 1.0515 1.0397
R1 1.0441 1.0441 1.0381 1.0478
PP 1.0347 1.0347 1.0347 1.0366
S1 1.0273 1.0273 1.0351 1.0310
S2 1.0179 1.0179 1.0335
S3 1.0011 1.0105 1.0320
S4 0.9843 0.9937 1.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0422 1.0254 0.0168 1.6% 0.0049 0.5% 67% True False 63
10 1.0422 1.0178 0.0244 2.4% 0.0037 0.4% 77% True False 46
20 1.0422 0.9981 0.0441 4.3% 0.0050 0.5% 87% True False 44
40 1.0422 0.9973 0.0449 4.3% 0.0039 0.4% 88% True False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.0694
2.618 1.0590
1.618 1.0526
1.000 1.0486
0.618 1.0462
HIGH 1.0422
0.618 1.0398
0.500 1.0390
0.382 1.0382
LOW 1.0358
0.618 1.0318
1.000 1.0294
1.618 1.0254
2.618 1.0190
4.250 1.0086
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 1.0390 1.0381
PP 1.0382 1.0376
S1 1.0374 1.0371

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

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