CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 1.0370 1.0310 -0.0060 -0.6% 1.0513
High 1.0390 1.0310 -0.0080 -0.8% 1.0544
Low 1.0341 1.0150 -0.0191 -1.8% 1.0385
Close 1.0336 1.0167 -0.0169 -1.6% 1.0411
Range 0.0049 0.0160 0.0111 226.5% 0.0159
ATR 0.0053 0.0062 0.0010 18.0% 0.0000
Volume 51 18 -33 -64.7% 54
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0689 1.0588 1.0255
R3 1.0529 1.0428 1.0211
R2 1.0369 1.0369 1.0196
R1 1.0268 1.0268 1.0182 1.0239
PP 1.0209 1.0209 1.0209 1.0194
S1 1.0108 1.0108 1.0152 1.0079
S2 1.0049 1.0049 1.0138
S3 0.9889 0.9948 1.0123
S4 0.9729 0.9788 1.0079
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 1.0443 1.0150 0.0293 2.9% 0.0060 0.6% 6% False True 29
10 1.0544 1.0150 0.0394 3.9% 0.0038 0.4% 4% False True 21
20 1.0544 1.0150 0.0394 3.9% 0.0036 0.4% 4% False True 26
40 1.0544 1.0042 0.0502 4.9% 0.0032 0.3% 25% False False 21
60 1.0544 1.0042 0.0502 4.9% 0.0030 0.3% 25% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.0990
2.618 1.0729
1.618 1.0569
1.000 1.0470
0.618 1.0409
HIGH 1.0310
0.618 1.0249
0.500 1.0230
0.382 1.0211
LOW 1.0150
0.618 1.0051
1.000 0.9990
1.618 0.9891
2.618 0.9731
4.250 0.9470
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 1.0230 1.0270
PP 1.0209 1.0236
S1 1.0188 1.0201

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

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