CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 1.0310 1.0374 0.0064 0.6% 1.0485
High 1.0310 1.0374 0.0064 0.6% 1.0501
Low 1.0248 1.0250 0.0002 0.0% 1.0248
Close 1.0251 1.0253 0.0002 0.0% 1.0253
Range 0.0062 0.0124 0.0062 100.0% 0.0253
ATR 0.0067 0.0071 0.0004 6.0% 0.0000
Volume 38 231 193 507.9% 533
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.0664 1.0583 1.0321
R3 1.0540 1.0459 1.0287
R2 1.0416 1.0416 1.0276
R1 1.0335 1.0335 1.0264 1.0314
PP 1.0292 1.0292 1.0292 1.0282
S1 1.0211 1.0211 1.0242 1.0190
S2 1.0168 1.0168 1.0230
S3 1.0044 1.0087 1.0219
S4 0.9920 0.9963 1.0185
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.1093 1.0926 1.0392
R3 1.0840 1.0673 1.0323
R2 1.0587 1.0587 1.0299
R1 1.0420 1.0420 1.0276 1.0377
PP 1.0334 1.0334 1.0334 1.0313
S1 1.0167 1.0167 1.0230 1.0124
S2 1.0081 1.0081 1.0207
S3 0.9828 0.9914 1.0183
S4 0.9575 0.9661 1.0114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0501 1.0248 0.0253 2.5% 0.0074 0.7% 2% False False 106
10 1.0510 1.0248 0.0262 2.6% 0.0064 0.6% 2% False False 69
20 1.0510 1.0248 0.0262 2.6% 0.0062 0.6% 2% False False 52
40 1.0510 0.9981 0.0529 5.2% 0.0055 0.5% 51% False False 49
60 1.0510 0.9952 0.0558 5.4% 0.0046 0.4% 54% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.0901
2.618 1.0699
1.618 1.0575
1.000 1.0498
0.618 1.0451
HIGH 1.0374
0.618 1.0327
0.500 1.0312
0.382 1.0297
LOW 1.0250
0.618 1.0173
1.000 1.0126
1.618 1.0049
2.618 0.9925
4.250 0.9723
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 1.0312 1.0330
PP 1.0292 1.0304
S1 1.0273 1.0279

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

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