CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1.0190 1.0012 -0.0178 -1.7% 1.0398
High 1.0190 1.0103 -0.0087 -0.9% 1.0398
Low 1.0000 1.0012 0.0012 0.1% 1.0104
Close 1.0074 1.0101 0.0027 0.3% 1.0167
Range 0.0190 0.0091 -0.0099 -52.1% 0.0294
ATR 0.0086 0.0086 0.0000 0.4% 0.0000
Volume 188 306 118 62.8% 276
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0345 1.0314 1.0151
R3 1.0254 1.0223 1.0126
R2 1.0163 1.0163 1.0118
R1 1.0132 1.0132 1.0109 1.0148
PP 1.0072 1.0072 1.0072 1.0080
S1 1.0041 1.0041 1.0093 1.0057
S2 0.9981 0.9981 1.0084
S3 0.9890 0.9950 1.0076
S4 0.9799 0.9859 1.0051
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 1.0191 0.9988 0.0203 2.0% 0.0126 1.2% 56% False False 259
10 1.0443 0.9988 0.0455 4.5% 0.0093 0.9% 25% False False 144
20 1.0544 0.9988 0.0556 5.5% 0.0054 0.5% 20% False False 85
40 1.0544 0.9988 0.0556 5.5% 0.0044 0.4% 20% False False 49
60 1.0544 0.9988 0.0556 5.5% 0.0035 0.4% 20% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0490
2.618 1.0341
1.618 1.0250
1.000 1.0194
0.618 1.0159
HIGH 1.0103
0.618 1.0068
0.500 1.0058
0.382 1.0047
LOW 1.0012
0.618 0.9956
1.000 0.9921
1.618 0.9865
2.618 0.9774
4.250 0.9625
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1.0087 1.0097
PP 1.0072 1.0093
S1 1.0058 1.0089

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

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