CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.0310 1.0183 -0.0127 -1.2% 1.0398
High 1.0310 1.0191 -0.0119 -1.2% 1.0398
Low 1.0150 1.0104 -0.0046 -0.5% 1.0104
Close 1.0167 1.0167 0.0000 0.0% 1.0167
Range 0.0160 0.0087 -0.0073 -45.6% 0.0294
ATR 0.0062 0.0064 0.0002 2.8% 0.0000
Volume 18 135 117 650.0% 276
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0415 1.0378 1.0215
R3 1.0328 1.0291 1.0191
R2 1.0241 1.0241 1.0183
R1 1.0204 1.0204 1.0175 1.0179
PP 1.0154 1.0154 1.0154 1.0142
S1 1.0117 1.0117 1.0159 1.0092
S2 1.0067 1.0067 1.0151
S3 0.9980 1.0030 1.0143
S4 0.9893 0.9943 1.0119
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.1105 1.0930 1.0329
R3 1.0811 1.0636 1.0248
R2 1.0517 1.0517 1.0221
R1 1.0342 1.0342 1.0194 1.0283
PP 1.0223 1.0223 1.0223 1.0193
S1 1.0048 1.0048 1.0140 0.9989
S2 0.9929 0.9929 1.0113
S3 0.9635 0.9754 1.0086
S4 0.9341 0.9460 1.0005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0398 1.0104 0.0294 2.9% 0.0066 0.6% 21% False True 55
10 1.0544 1.0104 0.0440 4.3% 0.0044 0.4% 14% False True 33
20 1.0544 1.0104 0.0440 4.3% 0.0039 0.4% 14% False True 32
40 1.0544 1.0042 0.0502 4.9% 0.0034 0.3% 25% False False 24
60 1.0544 1.0042 0.0502 4.9% 0.0030 0.3% 25% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0561
2.618 1.0419
1.618 1.0332
1.000 1.0278
0.618 1.0245
HIGH 1.0191
0.618 1.0158
0.500 1.0148
0.382 1.0137
LOW 1.0104
0.618 1.0050
1.000 1.0017
1.618 0.9963
2.618 0.9876
4.250 0.9734
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.0161 1.0247
PP 1.0154 1.0220
S1 1.0148 1.0194

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

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