CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 1.0384 1.0370 -0.0014 -0.1% 1.0513
High 1.0386 1.0390 0.0004 0.0% 1.0544
Low 1.0354 1.0341 -0.0013 -0.1% 1.0385
Close 1.0376 1.0336 -0.0040 -0.4% 1.0411
Range 0.0032 0.0049 0.0017 53.1% 0.0159
ATR 0.0053 0.0053 0.0000 -0.6% 0.0000
Volume 36 51 15 41.7% 54
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0503 1.0468 1.0363
R3 1.0454 1.0419 1.0349
R2 1.0405 1.0405 1.0345
R1 1.0370 1.0370 1.0340 1.0363
PP 1.0356 1.0356 1.0356 1.0352
S1 1.0321 1.0321 1.0332 1.0314
S2 1.0307 1.0307 1.0327
S3 1.0258 1.0272 1.0323
S4 1.0209 1.0223 1.0309
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.0924 1.0826 1.0498
R3 1.0765 1.0667 1.0455
R2 1.0606 1.0606 1.0440
R1 1.0508 1.0508 1.0426 1.0478
PP 1.0447 1.0447 1.0447 1.0431
S1 1.0349 1.0349 1.0396 1.0319
S2 1.0288 1.0288 1.0382
S3 1.0129 1.0190 1.0367
S4 0.9970 1.0031 1.0324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0486 1.0341 0.0145 1.4% 0.0034 0.3% -3% False True 26
10 1.0544 1.0341 0.0203 2.0% 0.0024 0.2% -2% False True 21
20 1.0544 1.0250 0.0294 2.8% 0.0032 0.3% 29% False False 25
40 1.0544 1.0042 0.0502 4.9% 0.0029 0.3% 59% False False 20
60 1.0544 1.0042 0.0502 4.9% 0.0028 0.3% 59% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0598
2.618 1.0518
1.618 1.0469
1.000 1.0439
0.618 1.0420
HIGH 1.0390
0.618 1.0371
0.500 1.0366
0.382 1.0360
LOW 1.0341
0.618 1.0311
1.000 1.0292
1.618 1.0262
2.618 1.0213
4.250 1.0133
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 1.0366 1.0370
PP 1.0356 1.0358
S1 1.0346 1.0347

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

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