CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 1.0299 1.0400 0.0101 1.0% 1.0393
High 1.0392 1.0450 0.0058 0.6% 1.0398
Low 1.0299 1.0400 0.0101 1.0% 1.0286
Close 1.0380 1.0407 0.0027 0.3% 1.0341
Range 0.0093 0.0050 -0.0043 -46.2% 0.0112
ATR 0.0061 0.0062 0.0001 1.0% 0.0000
Volume 41 50 9 22.0% 171
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0569 1.0538 1.0435
R3 1.0519 1.0488 1.0421
R2 1.0469 1.0469 1.0416
R1 1.0438 1.0438 1.0412 1.0454
PP 1.0419 1.0419 1.0419 1.0427
S1 1.0388 1.0388 1.0402 1.0404
S2 1.0369 1.0369 1.0398
S3 1.0319 1.0338 1.0393
S4 1.0269 1.0288 1.0380
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0678 1.0621 1.0403
R3 1.0566 1.0509 1.0372
R2 1.0454 1.0454 1.0362
R1 1.0397 1.0397 1.0351 1.0370
PP 1.0342 1.0342 1.0342 1.0328
S1 1.0285 1.0285 1.0331 1.0258
S2 1.0230 1.0230 1.0320
S3 1.0118 1.0173 1.0310
S4 1.0006 1.0061 1.0279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0450 1.0249 0.0201 1.9% 0.0064 0.6% 79% True False 31
10 1.0450 1.0249 0.0201 1.9% 0.0055 0.5% 79% True False 34
20 1.0450 1.0129 0.0321 3.1% 0.0044 0.4% 87% True False 47
40 1.0450 0.9981 0.0469 4.5% 0.0044 0.4% 91% True False 46
60 1.0450 0.9878 0.0572 5.5% 0.0041 0.4% 92% True False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0663
2.618 1.0581
1.618 1.0531
1.000 1.0500
0.618 1.0481
HIGH 1.0450
0.618 1.0431
0.500 1.0425
0.382 1.0419
LOW 1.0400
0.618 1.0369
1.000 1.0350
1.618 1.0319
2.618 1.0269
4.250 1.0188
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 1.0425 1.0388
PP 1.0419 1.0369
S1 1.0413 1.0350

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

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