CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 1.0103 1.0109 0.0006 0.1% 1.0100
High 1.0130 1.0166 0.0036 0.4% 1.0190
Low 1.0050 1.0106 0.0056 0.6% 0.9988
Close 1.0062 1.0152 0.0090 0.9% 1.0062
Range 0.0080 0.0060 -0.0020 -25.0% 0.0202
ATR 0.0086 0.0087 0.0001 1.5% 0.0000
Volume 691 60 -631 -91.3% 1,851
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0321 1.0297 1.0185
R3 1.0261 1.0237 1.0169
R2 1.0201 1.0201 1.0163
R1 1.0177 1.0177 1.0158 1.0189
PP 1.0141 1.0141 1.0141 1.0148
S1 1.0117 1.0117 1.0147 1.0129
S2 1.0081 1.0081 1.0141
S3 1.0021 1.0057 1.0136
S4 0.9961 0.9997 1.0119
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0686 1.0576 1.0173
R3 1.0484 1.0374 1.0118
R2 1.0282 1.0282 1.0099
R1 1.0172 1.0172 1.0081 1.0126
PP 1.0080 1.0080 1.0080 1.0057
S1 0.9970 0.9970 1.0043 0.9924
S2 0.9878 0.9878 1.0025
S3 0.9676 0.9768 1.0006
S4 0.9474 0.9566 0.9951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0190 0.9988 0.0202 2.0% 0.0124 1.2% 81% False False 293
10 1.0390 0.9988 0.0402 4.0% 0.0101 1.0% 41% False False 215
20 1.0544 0.9988 0.0556 5.5% 0.0061 0.6% 29% False False 119
40 1.0544 0.9988 0.0556 5.5% 0.0046 0.5% 29% False False 67
60 1.0544 0.9988 0.0556 5.5% 0.0038 0.4% 29% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0421
2.618 1.0323
1.618 1.0263
1.000 1.0226
0.618 1.0203
HIGH 1.0166
0.618 1.0143
0.500 1.0136
0.382 1.0129
LOW 1.0106
0.618 1.0069
1.000 1.0046
1.618 1.0009
2.618 0.9949
4.250 0.9851
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 1.0147 1.0131
PP 1.0141 1.0110
S1 1.0136 1.0089

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

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