CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 1.0469 1.0486 0.0017 0.2% 1.0363
High 1.0469 1.0486 0.0017 0.2% 1.0528
Low 1.0469 1.0455 -0.0014 -0.1% 1.0361
Close 1.0469 1.0460 -0.0009 -0.1% 1.0472
Range 0.0000 0.0031 0.0031 0.0167
ATR 0.0057 0.0056 -0.0002 -3.3% 0.0000
Volume 3 1 -2 -66.7% 145
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0560 1.0541 1.0477
R3 1.0529 1.0510 1.0469
R2 1.0498 1.0498 1.0466
R1 1.0479 1.0479 1.0463 1.0473
PP 1.0467 1.0467 1.0467 1.0464
S1 1.0448 1.0448 1.0457 1.0442
S2 1.0436 1.0436 1.0454
S3 1.0405 1.0417 1.0451
S4 1.0374 1.0386 1.0443
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% 0.0017 0.2% 17% False False 13
10 1.0544 1.0361 0.0183 1.7% 0.0015 0.1% 54% False False 26
20 1.0544 1.0250 0.0294 2.8% 0.0030 0.3% 71% False False 22
40 1.0544 1.0042 0.0502 4.8% 0.0028 0.3% 83% False False 18
60 1.0544 1.0042 0.0502 4.8% 0.0028 0.3% 83% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0618
2.618 1.0567
1.618 1.0536
1.000 1.0517
0.618 1.0505
HIGH 1.0486
0.618 1.0474
0.500 1.0471
0.382 1.0467
LOW 1.0455
0.618 1.0436
1.000 1.0424
1.618 1.0405
2.618 1.0374
4.250 1.0323
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 1.0471 1.0500
PP 1.0467 1.0486
S1 1.0464 1.0473

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

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