CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.0093 1.0206 0.0113 1.1% 1.0149
High 1.0093 1.0261 0.0168 1.7% 1.0225
Low 1.0091 1.0203 0.0112 1.1% 1.0088
Close 1.0119 1.0239 0.0120 1.2% 1.0058
Range 0.0002 0.0058 0.0056 2,800.0% 0.0137
ATR 0.0055 0.0061 0.0006 11.3% 0.0000
Volume 8 2 -6 -75.0% 42
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0408 1.0382 1.0271
R3 1.0350 1.0324 1.0255
R2 1.0292 1.0292 1.0250
R1 1.0266 1.0266 1.0244 1.0279
PP 1.0234 1.0234 1.0234 1.0241
S1 1.0208 1.0208 1.0234 1.0221
S2 1.0176 1.0176 1.0228
S3 1.0118 1.0150 1.0223
S4 1.0060 1.0092 1.0207
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.0535 1.0433 1.0133
R3 1.0398 1.0296 1.0096
R2 1.0261 1.0261 1.0083
R1 1.0159 1.0159 1.0071 1.0142
PP 1.0124 1.0124 1.0124 1.0115
S1 1.0022 1.0022 1.0045 1.0005
S2 0.9987 0.9987 1.0033
S3 0.9850 0.9885 1.0020
S4 0.9713 0.9748 0.9983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0261 1.0042 0.0219 2.1% 0.0024 0.2% 90% True False 8
10 1.0261 1.0042 0.0219 2.1% 0.0023 0.2% 90% True False 10
20 1.0261 1.0042 0.0219 2.1% 0.0025 0.2% 90% True False 14
40 1.0380 1.0042 0.0338 3.3% 0.0027 0.3% 58% False False 16
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0508
2.618 1.0413
1.618 1.0355
1.000 1.0319
0.618 1.0297
HIGH 1.0261
0.618 1.0239
0.500 1.0232
0.382 1.0225
LOW 1.0203
0.618 1.0167
1.000 1.0145
1.618 1.0109
2.618 1.0051
4.250 0.9957
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.0237 1.0210
PP 1.0234 1.0181
S1 1.0232 1.0152

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

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