CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 1.0162 1.0150 -0.0012 -0.1% 1.0150
High 1.0162 1.0155 -0.0007 -0.1% 1.0259
Low 1.0139 1.0146 0.0007 0.1% 1.0139
Close 1.0155 1.0151 -0.0004 0.0% 1.0203
Range 0.0023 0.0009 -0.0014 -60.9% 0.0120
ATR 0.0058 0.0055 -0.0004 -6.0% 0.0000
Volume 11 8 -3 -27.3% 66
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 1.0178 1.0173 1.0156
R3 1.0169 1.0164 1.0153
R2 1.0160 1.0160 1.0153
R1 1.0155 1.0155 1.0152 1.0158
PP 1.0151 1.0151 1.0151 1.0152
S1 1.0146 1.0146 1.0150 1.0149
S2 1.0142 1.0142 1.0149
S3 1.0133 1.0137 1.0149
S4 1.0124 1.0128 1.0146
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.0560 1.0502 1.0269
R3 1.0440 1.0382 1.0236
R2 1.0320 1.0320 1.0225
R1 1.0262 1.0262 1.0214 1.0291
PP 1.0200 1.0200 1.0200 1.0215
S1 1.0142 1.0142 1.0192 1.0171
S2 1.0080 1.0080 1.0181
S3 0.9960 1.0022 1.0170
S4 0.9840 0.9902 1.0137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0259 1.0139 0.0120 1.2% 0.0012 0.1% 10% False False 11
10 1.0380 1.0139 0.0241 2.4% 0.0035 0.3% 5% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0193
2.618 1.0179
1.618 1.0170
1.000 1.0164
0.618 1.0161
HIGH 1.0155
0.618 1.0152
0.500 1.0151
0.382 1.0149
LOW 1.0146
0.618 1.0140
1.000 1.0137
1.618 1.0131
2.618 1.0122
4.250 1.0108
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 1.0151 1.0173
PP 1.0151 1.0166
S1 1.0151 1.0158

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

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