CME Canadian Dollar Future March 2012


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 1.0100 1.0060 -0.0040 -0.4% 1.0109
High 1.0100 1.0135 0.0035 0.3% 1.0189
Low 1.0033 1.0060 0.0027 0.3% 1.0033
Close 1.0066 1.0074 0.0008 0.1% 1.0074
Range 0.0067 0.0075 0.0008 11.9% 0.0156
ATR 0.0083 0.0083 -0.0001 -0.7% 0.0000
Volume 45 61 16 35.6% 179
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0315 1.0269 1.0115
R3 1.0240 1.0194 1.0095
R2 1.0165 1.0165 1.0088
R1 1.0119 1.0119 1.0081 1.0142
PP 1.0090 1.0090 1.0090 1.0101
S1 1.0044 1.0044 1.0067 1.0067
S2 1.0015 1.0015 1.0060
S3 0.9940 0.9969 1.0053
S4 0.9865 0.9894 1.0033
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.0567 1.0476 1.0160
R3 1.0411 1.0320 1.0117
R2 1.0255 1.0255 1.0103
R1 1.0164 1.0164 1.0088 1.0132
PP 1.0099 1.0099 1.0099 1.0082
S1 1.0008 1.0008 1.0060 0.9976
S2 0.9943 0.9943 1.0045
S3 0.9787 0.9852 1.0031
S4 0.9631 0.9696 0.9988
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% 0.0046 0.5% 26% False False 35
10 1.0190 0.9988 0.0202 2.0% 0.0085 0.8% 43% False False 203
20 1.0544 0.9988 0.0556 5.5% 0.0065 0.6% 15% False False 118
40 1.0544 0.9988 0.0556 5.5% 0.0049 0.5% 15% False False 69
60 1.0544 0.9988 0.0556 5.5% 0.0039 0.4% 15% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0331
1.618 1.0256
1.000 1.0210
0.618 1.0181
HIGH 1.0135
0.618 1.0106
0.500 1.0098
0.382 1.0089
LOW 1.0060
0.618 1.0014
1.000 0.9985
1.618 0.9939
2.618 0.9864
4.250 0.9741
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 1.0098 1.0111
PP 1.0090 1.0099
S1 1.0082 1.0086

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

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