CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 1.0393 1.0360 -0.0033 -0.3% 1.0308
High 1.0398 1.0360 -0.0038 -0.4% 1.0422
Low 1.0393 1.0300 -0.0093 -0.9% 1.0254
Close 1.0374 1.0330 -0.0044 -0.4% 1.0366
Range 0.0005 0.0060 0.0055 1,100.0% 0.0168
ATR 0.0054 0.0055 0.0001 2.7% 0.0000
Volume 90 4 -86 -95.6% 315
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0510 1.0480 1.0363
R3 1.0450 1.0420 1.0347
R2 1.0390 1.0390 1.0341
R1 1.0360 1.0360 1.0336 1.0345
PP 1.0330 1.0330 1.0330 1.0323
S1 1.0300 1.0300 1.0325 1.0285
S2 1.0270 1.0270 1.0319
S3 1.0210 1.0240 1.0314
S4 1.0150 1.0180 1.0297
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 1.0300 0.0122 1.2% 0.0039 0.4% 25% False True 38
10 1.0422 1.0204 0.0218 2.1% 0.0041 0.4% 58% False False 51
20 1.0422 0.9994 0.0428 4.1% 0.0043 0.4% 79% False False 47
40 1.0422 0.9973 0.0449 4.3% 0.0039 0.4% 80% False False 50
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0615
2.618 1.0517
1.618 1.0457
1.000 1.0420
0.618 1.0397
HIGH 1.0360
0.618 1.0337
0.500 1.0330
0.382 1.0323
LOW 1.0300
0.618 1.0263
1.000 1.0240
1.618 1.0203
2.618 1.0143
4.250 1.0045
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 1.0330 1.0361
PP 1.0330 1.0351
S1 1.0330 1.0340

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

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