CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 1.0100 1.0140 0.0040 0.4% 1.0260
High 1.0164 1.0140 -0.0024 -0.2% 1.0265
Low 1.0100 1.0132 0.0032 0.3% 1.0100
Close 1.0154 1.0117 -0.0037 -0.4% 1.0154
Range 0.0064 0.0008 -0.0056 -87.5% 0.0165
ATR 0.0053 0.0051 -0.0002 -4.2% 0.0000
Volume 6 17 11 183.3% 32
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0154 1.0143 1.0121
R3 1.0146 1.0135 1.0119
R2 1.0138 1.0138 1.0118
R1 1.0127 1.0127 1.0118 1.0129
PP 1.0130 1.0130 1.0130 1.0130
S1 1.0119 1.0119 1.0116 1.0121
S2 1.0122 1.0122 1.0116
S3 1.0114 1.0111 1.0115
S4 1.0106 1.0103 1.0113
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0668 1.0576 1.0245
R3 1.0503 1.0411 1.0199
R2 1.0338 1.0338 1.0184
R1 1.0246 1.0246 1.0169 1.0210
PP 1.0173 1.0173 1.0173 1.0155
S1 1.0081 1.0081 1.0139 1.0045
S2 1.0008 1.0008 1.0124
S3 0.9843 0.9916 1.0109
S4 0.9678 0.9751 1.0063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0265 1.0100 0.0165 1.6% 0.0021 0.2% 10% False False 9
10 1.0265 1.0100 0.0165 1.6% 0.0017 0.2% 10% False False 15
20 1.0380 1.0100 0.0280 2.8% 0.0030 0.3% 6% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0174
2.618 1.0161
1.618 1.0153
1.000 1.0148
0.618 1.0145
HIGH 1.0140
0.618 1.0137
0.500 1.0136
0.382 1.0135
LOW 1.0132
0.618 1.0127
1.000 1.0124
1.618 1.0119
2.618 1.0111
4.250 1.0098
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 1.0136 1.0132
PP 1.0130 1.0127
S1 1.0123 1.0122

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

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