CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 1.0339 1.0286 -0.0053 -0.5% 1.0308
High 1.0356 1.0368 0.0012 0.1% 1.0422
Low 1.0297 1.0286 -0.0011 -0.1% 1.0254
Close 1.0315 1.0340 0.0025 0.2% 1.0366
Range 0.0059 0.0082 0.0023 39.0% 0.0168
ATR 0.0056 0.0057 0.0002 3.4% 0.0000
Volume 32 14 -18 -56.3% 315
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0577 1.0541 1.0385
R3 1.0495 1.0459 1.0363
R2 1.0413 1.0413 1.0355
R1 1.0377 1.0377 1.0348 1.0395
PP 1.0331 1.0331 1.0331 1.0341
S1 1.0295 1.0295 1.0332 1.0313
S2 1.0249 1.0249 1.0325
S3 1.0167 1.0213 1.0317
S4 1.0085 1.0131 1.0295
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 1.0286 0.0136 1.3% 0.0054 0.5% 40% False True 34
10 1.0422 1.0254 0.0168 1.6% 0.0048 0.5% 51% False False 48
20 1.0422 1.0085 0.0337 3.3% 0.0042 0.4% 76% False False 47
40 1.0422 0.9973 0.0449 4.3% 0.0042 0.4% 82% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.0717
2.618 1.0583
1.618 1.0501
1.000 1.0450
0.618 1.0419
HIGH 1.0368
0.618 1.0337
0.500 1.0327
0.382 1.0317
LOW 1.0286
0.618 1.0235
1.000 1.0204
1.618 1.0153
2.618 1.0071
4.250 0.9938
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 1.0336 1.0336
PP 1.0331 1.0331
S1 1.0327 1.0327

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

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