CME Canadian Dollar Future December 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 1.0286 1.0306 0.0020 0.2% 1.0336
High 1.0330 1.0306 -0.0024 -0.2% 1.0410
Low 1.0277 1.0238 -0.0039 -0.4% 1.0238
Close 1.0318 1.0266 -0.0052 -0.5% 1.0266
Range 0.0053 0.0068 0.0015 28.3% 0.0172
ATR 0.0071 0.0072 0.0001 0.9% 0.0000
Volume 26 43 17 65.4% 183
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.0474 1.0438 1.0303
R3 1.0406 1.0370 1.0285
R2 1.0338 1.0338 1.0278
R1 1.0302 1.0302 1.0272 1.0286
PP 1.0270 1.0270 1.0270 1.0262
S1 1.0234 1.0234 1.0260 1.0218
S2 1.0202 1.0202 1.0254
S3 1.0134 1.0166 1.0247
S4 1.0066 1.0098 1.0229
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.0821 1.0715 1.0361
R3 1.0649 1.0543 1.0313
R2 1.0477 1.0477 1.0298
R1 1.0371 1.0371 1.0282 1.0338
PP 1.0305 1.0305 1.0305 1.0288
S1 1.0199 1.0199 1.0250 1.0166
S2 1.0133 1.0133 1.0234
S3 0.9961 1.0027 1.0219
S4 0.9789 0.9855 1.0171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0410 1.0238 0.0172 1.7% 0.0061 0.6% 16% False True 36
10 1.0501 1.0238 0.0263 2.6% 0.0067 0.7% 11% False True 71
20 1.0510 1.0238 0.0272 2.6% 0.0063 0.6% 10% False True 52
40 1.0510 1.0085 0.0425 4.1% 0.0053 0.5% 43% False False 49
60 1.0510 0.9973 0.0537 5.2% 0.0049 0.5% 55% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0595
2.618 1.0484
1.618 1.0416
1.000 1.0374
0.618 1.0348
HIGH 1.0306
0.618 1.0280
0.500 1.0272
0.382 1.0264
LOW 1.0238
0.618 1.0196
1.000 1.0170
1.618 1.0128
2.618 1.0060
4.250 0.9949
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 1.0272 1.0324
PP 1.0270 1.0305
S1 1.0268 1.0285

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

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