CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.0343 1.0312 -0.0031 -0.3% 1.0361
High 1.0343 1.0312 -0.0031 -0.3% 1.0373
Low 1.0314 1.0260 -0.0054 -0.5% 1.0291
Close 1.0337 1.0269 -0.0068 -0.7% 1.0337
Range 0.0029 0.0052 0.0023 79.3% 0.0082
ATR 0.0057 0.0058 0.0001 2.5% 0.0000
Volume 11 3 -8 -72.7% 40
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0436 1.0405 1.0298
R3 1.0384 1.0353 1.0283
R2 1.0332 1.0332 1.0279
R1 1.0301 1.0301 1.0274 1.0291
PP 1.0280 1.0280 1.0280 1.0275
S1 1.0249 1.0249 1.0264 1.0239
S2 1.0228 1.0228 1.0259
S3 1.0176 1.0197 1.0255
S4 1.0124 1.0145 1.0240
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0580 1.0540 1.0382
R3 1.0498 1.0458 1.0360
R2 1.0416 1.0416 1.0352
R1 1.0376 1.0376 1.0345 1.0355
PP 1.0334 1.0334 1.0334 1.0323
S1 1.0294 1.0294 1.0329 1.0273
S2 1.0252 1.0252 1.0322
S3 1.0170 1.0212 1.0314
S4 1.0088 1.0130 1.0292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0373 1.0260 0.0113 1.1% 0.0041 0.4% 8% False True 8
10 1.0373 1.0042 0.0331 3.2% 0.0036 0.3% 69% False False 10
20 1.0373 1.0042 0.0331 3.2% 0.0030 0.3% 69% False False 14
40 1.0373 1.0042 0.0331 3.2% 0.0025 0.2% 69% False False 14
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 1.0533
2.618 1.0448
1.618 1.0396
1.000 1.0364
0.618 1.0344
HIGH 1.0312
0.618 1.0292
0.500 1.0286
0.382 1.0280
LOW 1.0260
0.618 1.0228
1.000 1.0208
1.618 1.0176
2.618 1.0124
4.250 1.0039
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.0286 1.0317
PP 1.0280 1.0301
S1 1.0275 1.0285

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

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