CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 1.0183 1.0100 -0.0083 -0.8% 1.0398
High 1.0191 1.0100 -0.0091 -0.9% 1.0398
Low 1.0104 1.0040 -0.0064 -0.6% 1.0104
Close 1.0167 1.0044 -0.0123 -1.2% 1.0167
Range 0.0087 0.0060 -0.0027 -31.0% 0.0294
ATR 0.0064 0.0069 0.0004 7.0% 0.0000
Volume 135 445 310 229.6% 276
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0241 1.0203 1.0077
R3 1.0181 1.0143 1.0061
R2 1.0121 1.0121 1.0055
R1 1.0083 1.0083 1.0050 1.0072
PP 1.0061 1.0061 1.0061 1.0056
S1 1.0023 1.0023 1.0039 1.0012
S2 1.0001 1.0001 1.0033
S3 0.9941 0.9963 1.0028
S4 0.9881 0.9903 1.0011
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 1.0390 1.0040 0.0350 3.5% 0.0078 0.8% 1% False True 137
10 1.0544 1.0040 0.0504 5.0% 0.0049 0.5% 1% False True 73
20 1.0544 1.0040 0.0504 5.0% 0.0039 0.4% 1% False True 54
40 1.0544 1.0040 0.0504 5.0% 0.0035 0.3% 1% False True 34
60 1.0544 1.0040 0.0504 5.0% 0.0030 0.3% 1% False True 27
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0355
2.618 1.0257
1.618 1.0197
1.000 1.0160
0.618 1.0137
HIGH 1.0100
0.618 1.0077
0.500 1.0070
0.382 1.0063
LOW 1.0040
0.618 1.0003
1.000 0.9980
1.618 0.9943
2.618 0.9883
4.250 0.9785
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 1.0070 1.0175
PP 1.0061 1.0131
S1 1.0053 1.0088

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

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