CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 1.0050 1.0133 0.0083 0.8% 1.0167
High 1.0101 1.0133 0.0032 0.3% 1.0261
Low 1.0050 1.0133 0.0083 0.8% 1.0050
Close 1.0069 1.0133 0.0064 0.6% 1.0133
Range 0.0051 0.0000 -0.0051 -100.0% 0.0211
ATR 0.0060 0.0061 0.0000 0.4% 0.0000
Volume 19 27 8 42.1% 136
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0133 1.0133 1.0133
R3 1.0133 1.0133 1.0133
R2 1.0133 1.0133 1.0133
R1 1.0133 1.0133 1.0133 1.0133
PP 1.0133 1.0133 1.0133 1.0133
S1 1.0133 1.0133 1.0133 1.0133
S2 1.0133 1.0133 1.0133
S3 1.0133 1.0133 1.0133
S4 1.0133 1.0133 1.0133
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0781 1.0668 1.0249
R3 1.0570 1.0457 1.0191
R2 1.0359 1.0359 1.0172
R1 1.0246 1.0246 1.0152 1.0197
PP 1.0148 1.0148 1.0148 1.0124
S1 1.0035 1.0035 1.0114 0.9986
S2 0.9937 0.9937 1.0094
S3 0.9726 0.9824 1.0075
S4 0.9515 0.9613 1.0017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0261 1.0050 0.0211 2.1% 0.0032 0.3% 39% False False 27
10 1.0261 1.0050 0.0211 2.1% 0.0023 0.2% 39% False False 21
20 1.0265 1.0050 0.0215 2.1% 0.0020 0.2% 39% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0133
2.618 1.0133
1.618 1.0133
1.000 1.0133
0.618 1.0133
HIGH 1.0133
0.618 1.0133
0.500 1.0133
0.382 1.0133
LOW 1.0133
0.618 1.0133
1.000 1.0133
1.618 1.0133
2.618 1.0133
4.250 1.0133
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 1.0133 1.0135
PP 1.0133 1.0134
S1 1.0133 1.0134

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

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