CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 1.0513 1.0544 0.0031 0.3% 1.0363
High 1.0520 1.0544 0.0024 0.2% 1.0528
Low 1.0513 1.0532 0.0019 0.2% 1.0361
Close 1.0513 1.0539 0.0026 0.2% 1.0472
Range 0.0007 0.0012 0.0005 71.4% 0.0167
ATR 0.0058 0.0057 -0.0002 -3.4% 0.0000
Volume 40 3 -37 -92.5% 145
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0574 1.0569 1.0546
R3 1.0562 1.0557 1.0542
R2 1.0550 1.0550 1.0541
R1 1.0545 1.0545 1.0540 1.0542
PP 1.0538 1.0538 1.0538 1.0537
S1 1.0533 1.0533 1.0538 1.0530
S2 1.0526 1.0526 1.0537
S3 1.0514 1.0521 1.0536
S4 1.0502 1.0509 1.0532
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0955 1.0880 1.0564
R3 1.0788 1.0713 1.0518
R2 1.0621 1.0621 1.0503
R1 1.0546 1.0546 1.0487 1.0584
PP 1.0454 1.0454 1.0454 1.0472
S1 1.0379 1.0379 1.0457 1.0417
S2 1.0287 1.0287 1.0441
S3 1.0120 1.0212 1.0426
S4 0.9953 1.0045 1.0380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0544 1.0443 0.0101 1.0% 0.0019 0.2% 95% True False 31
10 1.0544 1.0320 0.0224 2.1% 0.0023 0.2% 98% True False 31
20 1.0544 1.0091 0.0453 4.3% 0.0032 0.3% 99% True False 22
40 1.0544 1.0042 0.0502 4.8% 0.0027 0.3% 99% True False 18
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0595
2.618 1.0575
1.618 1.0563
1.000 1.0556
0.618 1.0551
HIGH 1.0544
0.618 1.0539
0.500 1.0538
0.382 1.0537
LOW 1.0532
0.618 1.0525
1.000 1.0520
1.618 1.0513
2.618 1.0501
4.250 1.0481
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 1.0539 1.0524
PP 1.0538 1.0509
S1 1.0538 1.0494

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

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