CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 1.0299 1.0315 0.0016 0.2% 1.0042
High 1.0315 1.0342 0.0027 0.3% 1.0342
Low 1.0299 1.0305 0.0006 0.1% 1.0042
Close 1.0310 1.0361 0.0051 0.5% 1.0361
Range 0.0016 0.0037 0.0021 131.3% 0.0300
ATR 0.0062 0.0060 -0.0002 -2.9% 0.0000
Volume 17 27 10 58.8% 60
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0447 1.0441 1.0381
R3 1.0410 1.0404 1.0371
R2 1.0373 1.0373 1.0368
R1 1.0367 1.0367 1.0364 1.0370
PP 1.0336 1.0336 1.0336 1.0338
S1 1.0330 1.0330 1.0358 1.0333
S2 1.0299 1.0299 1.0354
S3 1.0262 1.0293 1.0351
S4 1.0225 1.0256 1.0341
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1148 1.1055 1.0526
R3 1.0848 1.0755 1.0444
R2 1.0548 1.0548 1.0416
R1 1.0455 1.0455 1.0389 1.0502
PP 1.0248 1.0248 1.0248 1.0272
S1 1.0155 1.0155 1.0334 1.0202
S2 0.9948 0.9948 1.0306
S3 0.9648 0.9855 1.0279
S4 0.9348 0.9555 1.0196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0342 1.0042 0.0300 2.9% 0.0030 0.3% 106% True False 12
10 1.0342 1.0042 0.0300 2.9% 0.0023 0.2% 106% True False 10
20 1.0342 1.0042 0.0300 2.9% 0.0023 0.2% 106% True False 15
40 1.0380 1.0042 0.0338 3.3% 0.0026 0.3% 94% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0499
2.618 1.0439
1.618 1.0402
1.000 1.0379
0.618 1.0365
HIGH 1.0342
0.618 1.0328
0.500 1.0324
0.382 1.0319
LOW 1.0305
0.618 1.0282
1.000 1.0268
1.618 1.0245
2.618 1.0208
4.250 1.0148
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 1.0349 1.0332
PP 1.0336 1.0302
S1 1.0324 1.0273

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

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