CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 1.0318 1.0295 -0.0023 -0.2% 1.0042
High 1.0318 1.0373 0.0055 0.5% 1.0342
Low 1.0318 1.0291 -0.0027 -0.3% 1.0042
Close 1.0286 1.0363 0.0077 0.7% 1.0361
Range 0.0000 0.0082 0.0082 0.0300
ATR 0.0055 0.0057 0.0002 4.1% 0.0000
Volume 21 3 -18 -85.7% 60
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0588 1.0558 1.0408
R3 1.0506 1.0476 1.0386
R2 1.0424 1.0424 1.0378
R1 1.0394 1.0394 1.0371 1.0409
PP 1.0342 1.0342 1.0342 1.0350
S1 1.0312 1.0312 1.0355 1.0327
S2 1.0260 1.0260 1.0348
S3 1.0178 1.0230 1.0340
S4 1.0096 1.0148 1.0318
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 1.0373 1.0291 0.0082 0.8% 0.0036 0.3% 88% True True 14
10 1.0373 1.0042 0.0331 3.2% 0.0030 0.3% 97% True False 11
20 1.0373 1.0042 0.0331 3.2% 0.0029 0.3% 97% True False 16
40 1.0380 1.0042 0.0338 3.3% 0.0027 0.3% 95% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0722
2.618 1.0588
1.618 1.0506
1.000 1.0455
0.618 1.0424
HIGH 1.0373
0.618 1.0342
0.500 1.0332
0.382 1.0322
LOW 1.0291
0.618 1.0240
1.000 1.0209
1.618 1.0158
2.618 1.0076
4.250 0.9943
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 1.0353 1.0353
PP 1.0342 1.0342
S1 1.0332 1.0332

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

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