CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.0453 1.0455 0.0002 0.0% 1.0434
High 1.0495 1.0510 0.0015 0.1% 1.0510
Low 1.0440 1.0437 -0.0003 0.0% 1.0399
Close 1.0445 1.0503 0.0058 0.6% 1.0503
Range 0.0055 0.0073 0.0018 32.7% 0.0111
ATR 0.0061 0.0062 0.0001 1.4% 0.0000
Volume 7 14 7 100.0% 158
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0702 1.0676 1.0543
R3 1.0629 1.0603 1.0523
R2 1.0556 1.0556 1.0516
R1 1.0530 1.0530 1.0510 1.0543
PP 1.0483 1.0483 1.0483 1.0490
S1 1.0457 1.0457 1.0496 1.0470
S2 1.0410 1.0410 1.0490
S3 1.0337 1.0384 1.0483
S4 1.0264 1.0311 1.0463
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.0804 1.0764 1.0564
R3 1.0693 1.0653 1.0534
R2 1.0582 1.0582 1.0523
R1 1.0542 1.0542 1.0513 1.0562
PP 1.0471 1.0471 1.0471 1.0481
S1 1.0431 1.0431 1.0493 1.0451
S2 1.0360 1.0360 1.0483
S3 1.0249 1.0320 1.0472
S4 1.0138 1.0209 1.0442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0510 1.0399 0.0111 1.1% 0.0055 0.5% 94% True False 31
10 1.0510 1.0249 0.0261 2.5% 0.0059 0.6% 97% True False 34
20 1.0510 1.0249 0.0261 2.5% 0.0054 0.5% 97% True False 41
40 1.0510 0.9981 0.0529 5.0% 0.0048 0.5% 99% True False 46
60 1.0510 0.9949 0.0561 5.3% 0.0042 0.4% 99% True False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0820
2.618 1.0701
1.618 1.0628
1.000 1.0583
0.618 1.0555
HIGH 1.0510
0.618 1.0482
0.500 1.0474
0.382 1.0465
LOW 1.0437
0.618 1.0392
1.000 1.0364
1.618 1.0319
2.618 1.0246
4.250 1.0127
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.0493 1.0487
PP 1.0483 1.0471
S1 1.0474 1.0455

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

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