CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 1.0478 1.0434 -0.0044 -0.4% 1.0304
High 1.0500 1.0441 -0.0059 -0.6% 1.0500
Low 1.0418 1.0399 -0.0019 -0.2% 1.0249
Close 1.0431 1.0410 -0.0021 -0.2% 1.0431
Range 0.0082 0.0042 -0.0040 -48.8% 0.0251
ATR 0.0064 0.0062 -0.0002 -2.5% 0.0000
Volume 42 73 31 73.8% 154
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0543 1.0518 1.0433
R3 1.0501 1.0476 1.0422
R2 1.0459 1.0459 1.0418
R1 1.0434 1.0434 1.0414 1.0426
PP 1.0417 1.0417 1.0417 1.0412
S1 1.0392 1.0392 1.0406 1.0384
S2 1.0375 1.0375 1.0402
S3 1.0333 1.0350 1.0398
S4 1.0291 1.0308 1.0387
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.1146 1.1040 1.0569
R3 1.0895 1.0789 1.0500
R2 1.0644 1.0644 1.0477
R1 1.0538 1.0538 1.0454 1.0591
PP 1.0393 1.0393 1.0393 1.0420
S1 1.0287 1.0287 1.0408 1.0340
S2 1.0142 1.0142 1.0385
S3 0.9891 1.0036 1.0362
S4 0.9640 0.9785 1.0293
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% 64% False False 45
10 1.0500 1.0249 0.0251 2.4% 0.0057 0.5% 64% False False 39
20 1.0500 1.0178 0.0322 3.1% 0.0047 0.4% 72% False False 43
40 1.0500 0.9981 0.0519 5.0% 0.0046 0.4% 83% False False 48
60 1.0500 0.9878 0.0622 6.0% 0.0042 0.4% 86% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0620
2.618 1.0551
1.618 1.0509
1.000 1.0483
0.618 1.0467
HIGH 1.0441
0.618 1.0425
0.500 1.0420
0.382 1.0415
LOW 1.0399
0.618 1.0373
1.000 1.0357
1.618 1.0331
2.618 1.0289
4.250 1.0221
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 1.0420 1.0450
PP 1.0417 1.0436
S1 1.0413 1.0423

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

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