CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 1.0190 1.0134 -0.0056 -0.5% 1.0162
High 1.0190 1.0158 -0.0032 -0.3% 1.0172
Low 1.0190 1.0130 -0.0060 -0.6% 1.0120
Close 1.0178 1.0167 -0.0011 -0.1% 1.0159
Range 0.0000 0.0028 0.0028 0.0052
ATR 0.0053 0.0052 0.0000 -0.6% 0.0000
Volume 13 11 -2 -15.4% 105
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0236 1.0229 1.0182
R3 1.0208 1.0201 1.0175
R2 1.0180 1.0180 1.0172
R1 1.0173 1.0173 1.0170 1.0177
PP 1.0152 1.0152 1.0152 1.0153
S1 1.0145 1.0145 1.0164 1.0149
S2 1.0124 1.0124 1.0162
S3 1.0096 1.0117 1.0159
S4 1.0068 1.0089 1.0152
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.0306 1.0285 1.0188
R3 1.0254 1.0233 1.0173
R2 1.0202 1.0202 1.0169
R1 1.0181 1.0181 1.0164 1.0166
PP 1.0150 1.0150 1.0150 1.0143
S1 1.0129 1.0129 1.0154 1.0114
S2 1.0098 1.0098 1.0149
S3 1.0046 1.0077 1.0145
S4 0.9994 1.0025 1.0130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0120 0.0145 1.4% 0.0010 0.1% 32% False False 14
10 1.0265 1.0120 0.0145 1.4% 0.0012 0.1% 32% False False 15
20 1.0380 1.0120 0.0260 2.6% 0.0031 0.3% 18% False False 19
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 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0277
2.618 1.0231
1.618 1.0203
1.000 1.0186
0.618 1.0175
HIGH 1.0158
0.618 1.0147
0.500 1.0144
0.382 1.0141
LOW 1.0130
0.618 1.0113
1.000 1.0102
1.618 1.0085
2.618 1.0057
4.250 1.0011
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 1.0159 1.0198
PP 1.0152 1.0187
S1 1.0144 1.0177

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

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