CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 1.0176 1.0100 -0.0076 -0.7% 1.0100
High 1.0189 1.0100 -0.0089 -0.9% 1.0190
Low 1.0161 1.0033 -0.0128 -1.3% 0.9988
Close 1.0159 1.0066 -0.0093 -0.9% 1.0062
Range 0.0028 0.0067 0.0039 139.3% 0.0202
ATR 0.0080 0.0083 0.0003 4.1% 0.0000
Volume 3 45 42 1,400.0% 1,851
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0267 1.0234 1.0103
R3 1.0200 1.0167 1.0084
R2 1.0133 1.0133 1.0078
R1 1.0100 1.0100 1.0072 1.0083
PP 1.0066 1.0066 1.0066 1.0058
S1 1.0033 1.0033 1.0060 1.0016
S2 0.9999 0.9999 1.0054
S3 0.9932 0.9966 1.0048
S4 0.9865 0.9899 1.0029
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 1.0189 1.0033 0.0156 1.5% 0.0047 0.5% 21% False True 161
10 1.0191 0.9988 0.0203 2.0% 0.0087 0.9% 38% False False 210
20 1.0544 0.9988 0.0556 5.5% 0.0062 0.6% 14% False False 115
40 1.0544 0.9988 0.0556 5.5% 0.0047 0.5% 14% False False 68
60 1.0544 0.9988 0.0556 5.5% 0.0038 0.4% 14% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0385
2.618 1.0275
1.618 1.0208
1.000 1.0167
0.618 1.0141
HIGH 1.0100
0.618 1.0074
0.500 1.0067
0.382 1.0059
LOW 1.0033
0.618 0.9992
1.000 0.9966
1.618 0.9925
2.618 0.9858
4.250 0.9748
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 1.0067 1.0111
PP 1.0066 1.0096
S1 1.0066 1.0081

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

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