CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1.0456 1.0411 -0.0045 -0.4% 1.0434
High 1.0495 1.0411 -0.0084 -0.8% 1.0510
Low 1.0417 1.0361 -0.0056 -0.5% 1.0399
Close 1.0420 1.0378 -0.0042 -0.4% 1.0503
Range 0.0078 0.0050 -0.0028 -35.9% 0.0111
ATR 0.0063 0.0063 0.0000 -0.4% 0.0000
Volume 37 144 107 289.2% 158
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1.0533 1.0506 1.0406
R3 1.0483 1.0456 1.0392
R2 1.0433 1.0433 1.0387
R1 1.0406 1.0406 1.0383 1.0395
PP 1.0383 1.0383 1.0383 1.0378
S1 1.0356 1.0356 1.0373 1.0345
S2 1.0333 1.0333 1.0369
S3 1.0283 1.0306 1.0364
S4 1.0233 1.0256 1.0351
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 1.0361 0.0149 1.4% 0.0062 0.6% 11% False True 57
10 1.0510 1.0361 0.0149 1.4% 0.0059 0.6% 11% False True 51
20 1.0510 1.0249 0.0261 2.5% 0.0056 0.5% 49% False False 42
40 1.0510 0.9981 0.0529 5.1% 0.0051 0.5% 75% False False 44
60 1.0510 0.9949 0.0561 5.4% 0.0044 0.4% 76% False False 48
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0624
2.618 1.0542
1.618 1.0492
1.000 1.0461
0.618 1.0442
HIGH 1.0411
0.618 1.0392
0.500 1.0386
0.382 1.0380
LOW 1.0361
0.618 1.0330
1.000 1.0311
1.618 1.0280
2.618 1.0230
4.250 1.0149
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1.0386 1.0431
PP 1.0383 1.0413
S1 1.0381 1.0396

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

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