CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 1.0350 1.0393 0.0043 0.4% 1.0485
High 1.0370 1.0410 0.0040 0.4% 1.0501
Low 1.0345 1.0327 -0.0018 -0.2% 1.0248
Close 1.0367 1.0333 -0.0034 -0.3% 1.0253
Range 0.0025 0.0083 0.0058 232.0% 0.0253
ATR 0.0072 0.0072 0.0001 1.1% 0.0000
Volume 45 18 -27 -60.0% 533
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 1.0606 1.0552 1.0379
R3 1.0523 1.0469 1.0356
R2 1.0440 1.0440 1.0348
R1 1.0386 1.0386 1.0341 1.0372
PP 1.0357 1.0357 1.0357 1.0349
S1 1.0303 1.0303 1.0325 1.0289
S2 1.0274 1.0274 1.0318
S3 1.0191 1.0220 1.0310
S4 1.0108 1.0137 1.0287
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 1.0410 1.0248 0.0162 1.6% 0.0074 0.7% 52% True False 76
10 1.0510 1.0248 0.0262 2.5% 0.0068 0.7% 32% False False 66
20 1.0510 1.0248 0.0262 2.5% 0.0064 0.6% 32% False False 51
40 1.0510 0.9994 0.0516 5.0% 0.0054 0.5% 66% False False 49
60 1.0510 0.9973 0.0537 5.2% 0.0047 0.5% 67% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0763
2.618 1.0627
1.618 1.0544
1.000 1.0493
0.618 1.0461
HIGH 1.0410
0.618 1.0378
0.500 1.0369
0.382 1.0359
LOW 1.0327
0.618 1.0276
1.000 1.0244
1.618 1.0193
2.618 1.0110
4.250 0.9974
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 1.0369 1.0335
PP 1.0357 1.0334
S1 1.0345 1.0334

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

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