CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 1.0400 1.0478 0.0078 0.8% 1.0393
High 1.0450 1.0500 0.0050 0.5% 1.0398
Low 1.0400 1.0418 0.0018 0.2% 1.0286
Close 1.0407 1.0431 0.0024 0.2% 1.0341
Range 0.0050 0.0082 0.0032 64.0% 0.0112
ATR 0.0062 0.0064 0.0002 3.6% 0.0000
Volume 50 42 -8 -16.0% 171
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0696 1.0645 1.0476
R3 1.0614 1.0563 1.0454
R2 1.0532 1.0532 1.0446
R1 1.0481 1.0481 1.0439 1.0466
PP 1.0450 1.0450 1.0450 1.0442
S1 1.0399 1.0399 1.0423 1.0384
S2 1.0368 1.0368 1.0416
S3 1.0286 1.0317 1.0408
S4 1.0204 1.0235 1.0386
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 1.0500 1.0249 0.0251 2.4% 0.0064 0.6% 73% True False 37
10 1.0500 1.0249 0.0251 2.4% 0.0059 0.6% 73% True False 35
20 1.0500 1.0129 0.0371 3.6% 0.0047 0.5% 81% True False 41
40 1.0500 0.9981 0.0519 5.0% 0.0046 0.4% 87% True False 47
60 1.0500 0.9878 0.0622 6.0% 0.0042 0.4% 89% True False 51
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0849
2.618 1.0715
1.618 1.0633
1.000 1.0582
0.618 1.0551
HIGH 1.0500
0.618 1.0469
0.500 1.0459
0.382 1.0449
LOW 1.0418
0.618 1.0367
1.000 1.0336
1.618 1.0285
2.618 1.0203
4.250 1.0070
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 1.0459 1.0421
PP 1.0450 1.0410
S1 1.0440 1.0400

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

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