CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 1.0461 1.0453 -0.0008 -0.1% 1.0304
High 1.0461 1.0495 0.0034 0.3% 1.0500
Low 1.0400 1.0440 0.0040 0.4% 1.0249
Close 1.0433 1.0445 0.0012 0.1% 1.0431
Range 0.0061 0.0055 -0.0006 -9.8% 0.0251
ATR 0.0061 0.0061 0.0000 0.1% 0.0000
Volume 47 7 -40 -85.1% 154
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0625 1.0590 1.0475
R3 1.0570 1.0535 1.0460
R2 1.0515 1.0515 1.0455
R1 1.0480 1.0480 1.0450 1.0470
PP 1.0460 1.0460 1.0460 1.0455
S1 1.0425 1.0425 1.0440 1.0415
S2 1.0405 1.0405 1.0435
S3 1.0350 1.0370 1.0430
S4 1.0295 1.0315 1.0415
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 1.0399 0.0101 1.0% 0.0057 0.5% 46% False False 37
10 1.0500 1.0249 0.0251 2.4% 0.0060 0.6% 78% False False 34
20 1.0500 1.0222 0.0278 2.7% 0.0051 0.5% 80% False False 43
40 1.0500 0.9981 0.0519 5.0% 0.0047 0.4% 89% False False 48
60 1.0500 0.9949 0.0551 5.3% 0.0041 0.4% 90% False False 47
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0729
2.618 1.0639
1.618 1.0584
1.000 1.0550
0.618 1.0529
HIGH 1.0495
0.618 1.0474
0.500 1.0468
0.382 1.0461
LOW 1.0440
0.618 1.0406
1.000 1.0385
1.618 1.0351
2.618 1.0296
4.250 1.0206
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 1.0468 1.0448
PP 1.0460 1.0447
S1 1.0453 1.0446

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

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