CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 1.0336 1.0350 0.0014 0.1% 1.0485
High 1.0336 1.0370 0.0034 0.3% 1.0501
Low 1.0259 1.0345 0.0086 0.8% 1.0248
Close 1.0306 1.0367 0.0061 0.6% 1.0253
Range 0.0077 0.0025 -0.0052 -67.5% 0.0253
ATR 0.0072 0.0072 -0.0001 -0.8% 0.0000
Volume 51 45 -6 -11.8% 533
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 1.0436 1.0426 1.0381
R3 1.0411 1.0401 1.0374
R2 1.0386 1.0386 1.0372
R1 1.0376 1.0376 1.0369 1.0381
PP 1.0361 1.0361 1.0361 1.0363
S1 1.0351 1.0351 1.0365 1.0356
S2 1.0336 1.0336 1.0362
S3 1.0311 1.0326 1.0360
S4 1.0286 1.0301 1.0353
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 1.0411 1.0248 0.0163 1.6% 0.0068 0.7% 73% False False 101
10 1.0510 1.0248 0.0262 2.5% 0.0066 0.6% 45% False False 69
20 1.0510 1.0248 0.0262 2.5% 0.0063 0.6% 45% False False 51
40 1.0510 0.9981 0.0529 5.1% 0.0057 0.5% 73% False False 49
60 1.0510 0.9973 0.0537 5.2% 0.0047 0.4% 73% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0476
2.618 1.0435
1.618 1.0410
1.000 1.0395
0.618 1.0385
HIGH 1.0370
0.618 1.0360
0.500 1.0358
0.382 1.0355
LOW 1.0345
0.618 1.0330
1.000 1.0320
1.618 1.0305
2.618 1.0280
4.250 1.0239
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 1.0364 1.0349
PP 1.0361 1.0330
S1 1.0358 1.0312

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

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